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On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141