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subject:"Portfolio selection"
~person:"Bayraktar, Erhan"
~person:"Messner, Matthias"
~subject:"Duality"
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Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
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2
Contractive dual methods for incentive problems
Messner, Matthias
;
Pavoni, Nicola
;
Sleet, Christopher
-
2012
-
This version: July, 2012
Persistent link: https://www.econbiz.de/10011817969
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