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Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
Saved in:
2
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
3
Convex duality in optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 733-771
Persistent link: https://www.econbiz.de/10011946560
Saved in:
4
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
5
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
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6
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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7
Portfolio optimization under convex incentive schemes
Bichuch, Maxim
;
Sturm, Stephan
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 873-915
Persistent link: https://www.econbiz.de/10010416186
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8
Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
Saved in:
9
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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10
Sensitivity analysis of the utility maximisation problem with respect to model perturbations
Mostovyi, Oleksii
;
Sîrbu, Mihai
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 595-640
Persistent link: https://www.econbiz.de/10012023757
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