Home
About
Advanced Search
Browse by Discipline
Scientific Societies
E-print Alerts
Add E-prints
FAQ
•
HELP
•
SITE MAP
•
CONTACT US
Search
Advanced Search
Larsen, Kasper - Department of Mathematical Sciences, Carnegie Mellon University
Annals of Finance manuscript No. (will be inserted by the editor)
Continuous equilibria with heterogeneous preferences and unspanned endowmentsa
Continuity of utility-maximization with respect to preferences1
Asset pricing puzzles explained by incomplete Brownian equilibriaa
arXiv:1102.0346v1[q-fin.PM]2Feb2011 ON UTILITY MAXIMIZATION UNDER CONVEX PORTFOLIO
Equilibrium Asset pricing puzzles
Horizon dependence of utility optimizers in incomplete models
A note on the existence of the power investor's optimizer
Equilibrium in Securities Markets with Heterogeneous Investors
Super-replication Utility maximization
Stability of utility-maximization in incomplete Kasper Larsen
Horizon dependence of utility optimizers in incomplete models
