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Utility maximisation with a time lag in trading
Rogers, Leonard C. G.
;
Stapleton, E. J.
- In:
Computational methods in decision-making, economics and …
,
(pp. 249-269)
.
2010
Persistent link: https://www.econbiz.de/10009153081
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Recovery of preferences from observed wealth in a single realization
Dybvig, Philip H.
- In:
The review of financial studies
10
(
1997
)
1
,
pp. 150-174
Persistent link: https://www.econbiz.de/10001216509
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Utilities bounded below
Muraviev, Roman
;
Rogers, Leonard C. G.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10009741194
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