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Works matching IS 09601627 AND DT 1994 AND VI 4 AND IP 1

Results: 5

1

CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT-SALE CONSTRAINTS IN THE FINITE-DIMENSIONAL CASE: SOME REMARKS.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 69, doi. 10.1111/j.1467-9965.1994.tb00051.x

By:

Girotto, Bruno;
Ortu, Fulvio

Publication type:

Article

2

A NOTE ON THE GENERALIZED MULTIBETA CAPM.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 67, doi. 10.1111/j.1467-9965.1994.tb00050.x

By:

Cheng-Few Lee;
Reisman, Haim;
Simaan, Yusif

Publication type:

Article

3

ON COMPONENTWISE AND VECTOR STOCHASTIC INTEGRATION.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 57, doi. 10.1111/j.1467-9965.1994.tb00049.x

By:

Chatelain, Michel;
Stricker, Christophe

Publication type:

Article

4

MARTINGALE MEASURES FOR DISCRETE-TIME PROCESSES WITH INFINITE HORIZON.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 25, doi. 10.1111/j.1467-9965.1994.tb00048.x

By:

Schachermayer, W.

Publication type:

Article

5

OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 1, doi. 10.1111/j.1467-9965.1994.tb00047.x

By:

Shirakawa, Hiroshi

Publication type:

Article