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An optimal consumption model with stochastic volatility
Fleming, Wendell Helms
;
Hernández-Hernández, Daniel
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10001762755
Saved in:
2
An optimal consumption model with stochastic volatility
Fleming, Wendell H.
;
Hernández-Hernández, Daniel
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10008215827
Saved in:
3
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
Saved in:
4
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10008211981
Saved in:
5
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
Saved in:
6
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10008222116
Saved in:
7
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher
;
Schied, Alexander
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 743-770
Persistent link: https://www.econbiz.de/10010183829
Saved in:
8
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher
;
Schied, Alexander
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 743-770
Persistent link: https://www.econbiz.de/10010190880
Saved in:
9
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
10
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
Saved in:
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