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~subject:"Erwartungsnutzen"
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Erwartungsnutzen
Theorie
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Zariphopoulou-Souganidis, Thaleia
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Monin, Philip
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Musiela, Marek
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Tiu, Cristian
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International journal of theoretical and applied finance
1
Journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
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2
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
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3
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
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