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Continuity of utility-maximization with respect to preferences
Larsen, Kasper - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 237-250
Persistent link: https://www.econbiz.de/10003827576
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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
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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
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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