Optimal payoffs under state-dependent constraints

Franck Moraux (), Carole Bernard, Ludger Rüschendorf and Steven Vanduffel ()
Additional contact information
Carole Bernard: University of Waterloo [Waterloo]
Ludger Rüschendorf: UNIFR - Université de Fribourg = University of Fribourg

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Keywords: optimal portfolio selection; state-dependent preferences; conditional distribution (search for similar items in EconPapers)
Date: 2013-05-28
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Published in 30th International French Finance Association conference (AFFI), May 2013, Lyon, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00830435

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