76 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. Paolo Guasoni, Lóránt Nagy, Miklós Rásonyi, “Young, timid, and risk takers”, Mathematical Finance, 31, № 4, 2021, 1332  crossref
  2. O. Glonti, P. Harremoës, Z. Khechinashvili, F. Topsøe, “Nash Equilibrium in a Game of Calibration”, Theory Probab. Appl., 51, № 3, 2007, 415  crossref
  3. Roger J. A. Laeven, Mitja Stadje, “Robust Portfolio Choice and Indifference Valuation”, Mathematics of OR, 39, № 4, 2014, 1109  crossref
  4. Tim Siu-Tang Leung, Mike Ludkovski, “Accounting for Risk Aversion in Derivatives Purchase Timing”, SSRN Journal, 2012  crossref
  5. S. Pergamenshchikov, “Limit theorem for Leland's strategy”, Ann. Appl. Probab., 13, № 3, 2003  crossref
  6. Christoph Frei, Martin Schweizer, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 49  crossref
  7. Bruno Bouchard, Johannes Muhle-Karbe, “Simple bounds for utility maximization with small transaction costs”, Stochastic Processes and their Applications, 146, 2022, 98  crossref
  8. Daniel Hernández-Hernández, Erick Treviño-Aguilar, 164, Modeling, Stochastic Control, Optimization, and Applications, 2019, 261  crossref
  9. Paolo Guasoni, Johannes Muhle‐Karbe, “LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS”, Mathematical Finance, 25, № 4, 2015, 724  crossref
  10. Michail Anthropelos, Gordan Žitković, “ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS”, Mathematical Finance, 20, № 3, 2010, 411  crossref
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