3

The Best Gain-Loss Ratio is a Poor Performance Measure

Year:
2013
Language:
english
File:
PDF, 257 KB
english, 2013
4

INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES

Year:
2011
Language:
english
File:
PDF, 220 KB
english, 2011
6

RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS

Year:
2011
Language:
english
File:
PDF, 192 KB
english, 2011
7

Utility maximization in incomplete markets for unbounded processes

Year:
2005
Language:
english
File:
PDF, 270 KB
english, 2005
8

On the Super Replication Price of Unbounded Claims

Year:
2004
Language:
english
File:
PDF, 522 KB
english, 2004
11

Dynamic quasi concave performance measures

Year:
2014
Language:
english
File:
PDF, 340 KB
english, 2014
12

ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES

Year:
2015
Language:
english
File:
PDF, 325 KB
english, 2015
13

On the super replication price of unbounded claims

Year:
2004
Language:
english
File:
PDF, 187 KB
english, 2004
17

Convex duality and Orlicz spaces in expected utility maximization

Year:
2019
Language:
english
File:
PDF, 561 KB
english, 2019
18

Anion binding in (arene)ruthenium(ii)-based hosts

Year:
2007
Language:
english
File:
PDF, 238 KB
english, 2007
19

Convex Duality and Orlicz Spaces in Expected Utility Maximization

Year:
2017
Language:
english
File:
PDF, 754 KB
english, 2017
25

The robust Merton problem of an ambiguity averse investor

Year:
2017
Language:
english
File:
PDF, 584 KB
english, 2017
31

Admissible Strategies in Semimartingale Portfolio Selection

Year:
2011
Language:
english
File:
PDF, 389 KB
english, 2011