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Finance and stochastics
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1
Asymmetric information and imperfect competition in a continuous time multivariate security model
Lasserre, Guillaume
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10002012604
Saved in:
2
Convergence of
utility
functions and convergence of optimal strategies
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001910824
Saved in:
3
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential
utility
. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
4
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential
utility
. II : existence, uniqueness and verification for θ ∈ (0, 1)
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 159-188
Persistent link: https://www.econbiz.de/10013489503
Saved in:
5
Robust
utility
maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
Saved in:
6
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
Saved in:
7
Abstract, classic, and explicit turnpikes
Guasoni, Paolo
;
Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Saved in:
8
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
9
Horizon dependence of
utility
optimizers in incomplete models
Larsen, Kasper
;
Yu, Hang
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 779-801
Persistent link: https://www.econbiz.de/10009623531
Saved in:
10
Consumption-portfolio optimization with recursive
utility
in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
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