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Items where Author is "Kramkov, Dimitrij O."

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Paper

Kramkov, Dimitrij O. and Schachermayer, Walter (2001) Necessary and sufficient conditions in the problem of optimal investment in incomplete markets. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 84. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Kramkov, Dimitrij O. and Schachermayer, Walter (1999) The asymptotic elasticity of utility functions and optimal investment in incomplete markets. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 25. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

This list was generated on Sun Oct 20 22:06:45 2019 CEST.