A Note on Utility Maximization with Unbounded Random Endowment

Asia-Pacific Financial Markets, 2011, vol. 18, issue 1, pages 89-103

Keywords: Utility maximization; Convex duality method; Martingale measures (search for similar items in EconPapers)
Date: 2011
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Working Paper: A Note on Utility Maximization with Unbounded Random Endowment (2009)
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