Weston, Kim
- Stability of Utility Maximization in Nonequivalent Markets
2014/10/03 by Weston, Kim · 1 citation
#60G44 #91G80 #93E15 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
- An incomplete equilibrium with a stochastic annuity
2018/09/16 by Weston, Kim, Zitkovic, Gordan · 1 citation
#FOS: Economics and business #Mathematical Finance (q-fin.MF) #Primary: 91B51. Secondary: 60H30
- Existence of an equilibrium with limited participation
2022/06/24 by Kim Weston, Weston, Kim · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #Stochastic processes and financial applications #Monetary Policy and Economic Impact