- Moment constrained optimal dividends: precommitment & consistent planning
2019/09/24 by Christensen, Sören, Lindensjö, Kristoffer · 2 citations
#60G40 #60J70 #91A10 #91A25 #91B02 #91B51 #91G80 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
- Spherical Preferences
2019/05/08 by Christopher P. Chambers, Chambers, Christopher P., Federico Echenique +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #62P20 #91B02 #Decision-Making and Behavioral Economics #Economic and Environmental Valuation #Economic theories and models #FOS: Economics and business #Theoretical Economics (econ.TH)
- Viability and Arbitrage under Knightian Uncertainty
2017/07/11 by Burzoni, Matteo, Riedel, Frank, Soner, H. Mete · 1 citation
#60H30 #91B02 #91B52 #FOS: Economics and business #General Economics (econ.GN)
- Valuations and dynamic convex risk measures
2007/09/03 by Arnaud Jobert, Jobert, A., L. C. G. Rogers +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #91B02 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications