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Volumn 114, Issue 1, 2004, Pages 109-125

Explicit solutions of some utility maximization problems in incomplete markets

Author keywords

Distortion; Expected utility; Incomplete markets; Portfolio optimization

Indexed keywords


EID: 4644240371     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.05.007     Document Type: Article
Times cited : (40)

References (14)
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  • 5
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    • Explicit solutions to an optimal portfolio choice problem with stochastic income
    • preprint
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    • (2003)
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    • to appear
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    • Karatzas, I.1    Zitkovic, G.2
  • 10
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    • in press
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.