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The expected utility of portfolios of assets
Nielsen, Lars Tyge - In: Journal of mathematical economics 22 (1993) 5, pp. 439-461
Persistent link: https://www.econbiz.de/10001148329
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Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Jin, Xing - In: Journal of mathematical economics 28 (1997) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10001229066
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Equilibria in the CAPM with non-tradeable endowments
Koch Medina, Pablo; Wenzelburger, Jan - In: Journal of mathematical economics 75 (2018), pp. 93-107
Persistent link: https://www.econbiz.de/10012104032
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Variance stochastic orders
Gollier, Christian - In: Journal of mathematical economics 80 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
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Subtle price discrimination and surplus extraction under uncertainty
Zambrano, Eduardo - In: Journal of mathematical economics 52 (2014), pp. 153-161
Persistent link: https://www.econbiz.de/10010495146
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Selecting a discrete portfolio
Olszewski, Wojciech; Vohra, Rakesh V. - In: Journal of mathematical economics 55 (2014), pp. 69-73
Persistent link: https://www.econbiz.de/10011297075
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Decreasing downside risk aversion and background risk
Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: Journal of mathematical economics 53 (2014), pp. 59-63
Persistent link: https://www.econbiz.de/10011297143
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Dynamic quasi concave performance measures
Biagini, Sara; Bion-Nadal, Jocelyne - In: Journal of mathematical economics 55 (2014), pp. 143-153
Persistent link: https://www.econbiz.de/10011297774
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A dual approach to ambiguity aversion
Bommier, Antoine - In: Journal of mathematical economics 71 (2017), pp. 104-118
Persistent link: https://www.econbiz.de/10011833204
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The effects of dependent beliefs on endogenous leverage
Hoelle, Matthew - In: Journal of mathematical economics 73 (2017), pp. 68-80
Persistent link: https://www.econbiz.de/10011842083