Narrow search
Showing 1 - 5 of 5
Cover Image
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc; Zariphopoulou-Souganidis, Thaleia - 1994
Persistent link: https://www.econbiz.de/10000960307
Cover Image
On level curves of value functions in optimization models of expected utility
Tiu, Cristian; Zariphopoulou-Souganidis, Thaleia - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 323-338
Persistent link: https://www.econbiz.de/10002177822
Cover Image
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc - In: Journal of economic theory 77 (1997) 2, pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
Cover Image
Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Cover Image
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; … - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 704-745
Persistent link: https://www.econbiz.de/10011764969