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Relative arbitrage : Sharp time horizons and motion by curvature
Larsson, Martin; Ruf, Johannes - In: Mathematical Finance 31 (2021) 3, pp. 885-906
Persistent link: https://www.econbiz.de/10012538282
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Financial models with defaultable numéraires
Fisher, Travis; Pulido, Sergio; Ruf, Johannes - In: Mathematical Finance 29 (2018) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10012095150
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Semimartingale theory of monotone mean–variance portfolio allocation
Černý, Aleš - In: Mathematical Finance 30 (2020) 3, pp. 1168-1178
Persistent link: https://www.econbiz.de/10012283188
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Convex duality and Orlicz spaces in expected utility maximization
Biagini, Sara; Černý, Aleš - In: Mathematical Finance 30 (2019) 1, pp. 85-127
Persistent link: https://www.econbiz.de/10012095177