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Finance and stochastics
NBER working paper series
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ECONIS (ZBW)
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1
A mathematical treatment of bank monitoring incentives
Pagès, Henri
;
Possamaï, Dylan
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10010235458
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2
Continuous-time incentives in hierarchies
Hubert, Emma
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 605-661
Persistent link: https://www.econbiz.de/10014328987
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3
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
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4
A note on the existence of the power investor's optimizer
Larsen, Kasper
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
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5
Utility maximization under increasing risk aversion in one-period models
Cheridito, Patrick
;
Summer, Christopher
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 147-158
Persistent link: https://www.econbiz.de/10003234963
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6
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
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7
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
8
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
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9
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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10
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
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