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~subject:"Expected utility"
~subject:"Theorie"
~isPartOf:"Mathematics and financial economics"
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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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2
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
3
Continuity of utility maximization under weak convergence
Bayraktar, Erhan
;
Dolinsky, Yan
;
Guo, Jia
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 725-757
Persistent link: https://www.econbiz.de/10012321870
Saved in:
4
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
5
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Veraguas, Julio Backhoff
;
Silva, Francisco J.
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10011963865
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