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Karoui, N. El

  1. Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows
    2010/04/29 by Nicole El Karoui, N. El Karoui, Karoui, N. El +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #q-fin.CP