FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2112319103> ?p ?o ?g. }

• W2112319103 endingPage "1662" @default.
• W2112319103 startingPage "1642" @default.
• W2112319103 abstract "The effectiveness of utility-maximization techniques for portfolio management relies on our ability to estimate correctly the parameters of the dynamics of the underlying financial assets. In the setting of complete or incomplete financial markets, we investigate whether small perturbations of the market coefficient processes lead to small changes in the agent’s optimal behavior, as derived from the solution of the related utility-maximization problems. Specifically, we identify the topologies on the parameter process space and the solution space under which utility-maximization is a continuous operation, and we provide a counterexample showing that our results are best possible, in a certain sense. A novel result about the structure of the solution of the utility-maximization problem, where prices are modeled by continuous semimartingales, is established as an offshoot of the proof of our central theorem." @default.
• W2112319103 created "2016-06-24" @default.
• W2112319103 creator A5080282006 @default.
• W2112319103 creator A5088025648 @default.
• W2112319103 date "2007-11-01" @default.
• W2112319103 modified "2023-10-02" @default.
• W2112319103 title "Stability of utility-maximization in incomplete markets" @default.
• W2112319103 cites W1963901383 @default.
• W2112319103 cites W1979627408 @default.
• W2112319103 cites W2005158847 @default.
• W2112319103 cites W2006776755 @default.
• W2112319103 cites W2018055712 @default.
• W2112319103 cites W2022958749 @default.
• W2112319103 cites W2029102758 @default.
• W2112319103 cites W2030785899 @default.
• W2112319103 cites W2040425860 @default.
• W2112319103 cites W2044989357 @default.
• W2112319103 cites W2062911733 @default.
• W2112319103 cites W2067477904 @default.
• W2112319103 cites W2107436350 @default.
• W2112319103 cites W3122045776 @default.
• W2112319103 cites W4213342068 @default.
• W2112319103 cites W4229620168 @default.
• W2112319103 cites W4244967830 @default.
• W2112319103 doi "https://doi.org/10.1016/j.spa.2006.10.012" @default.
• W2112319103 hasPublicationYear "2007" @default.
• W2112319103 type Work @default.
• W2112319103 sameAs 2112319103 @default.
• W2112319103 citedByCount "61" @default.
• W2112319103 countsByYear W21123191032012 @default.
• W2112319103 countsByYear W21123191032013 @default.
• W2112319103 countsByYear W21123191032014 @default.
• W2112319103 countsByYear W21123191032015 @default.
• W2112319103 countsByYear W21123191032016 @default.
• W2112319103 countsByYear W21123191032017 @default.
• W2112319103 countsByYear W21123191032018 @default.
• W2112319103 countsByYear W21123191032019 @default.
• W2112319103 countsByYear W21123191032020 @default.
• W2112319103 countsByYear W21123191032021 @default.
• W2112319103 countsByYear W21123191032023 @default.
• W2112319103 crossrefType "journal-article" @default.
• W2112319103 hasAuthorship W2112319103A5080282006 @default.
• W2112319103 hasAuthorship W2112319103A5088025648 @default.
• W2112319103 hasBestOaLocation W21123191031 @default.
• W2112319103 hasConcept C10138342 @default.
• W2112319103 hasConcept C109354906 @default.
• W2112319103 hasConcept C111919701 @default.
• W2112319103 hasConcept C112972136 @default.
• W2112319103 hasConcept C118615104 @default.
• W2112319103 hasConcept C119857082 @default.
• W2112319103 hasConcept C126255220 @default.
• W2112319103 hasConcept C144237770 @default.
• W2112319103 hasConcept C162324750 @default.
• W2112319103 hasConcept C162838799 @default.
• W2112319103 hasConcept C175444787 @default.
• W2112319103 hasConcept C19244329 @default.
• W2112319103 hasConcept C2776330181 @default.
• W2112319103 hasConcept C2778572836 @default.
• W2112319103 hasConcept C2779044140 @default.
• W2112319103 hasConcept C2780821815 @default.
• W2112319103 hasConcept C28826006 @default.
• W2112319103 hasConcept C2985793214 @default.
• W2112319103 hasConcept C33923547 @default.
• W2112319103 hasConcept C39943821 @default.
• W2112319103 hasConcept C41008148 @default.
• W2112319103 hasConceptScore W2112319103C10138342 @default.
• W2112319103 hasConceptScore W2112319103C109354906 @default.
• W2112319103 hasConceptScore W2112319103C111919701 @default.
• W2112319103 hasConceptScore W2112319103C112972136 @default.
• W2112319103 hasConceptScore W2112319103C118615104 @default.
• W2112319103 hasConceptScore W2112319103C119857082 @default.
• W2112319103 hasConceptScore W2112319103C126255220 @default.
• W2112319103 hasConceptScore W2112319103C144237770 @default.
• W2112319103 hasConceptScore W2112319103C162324750 @default.
• W2112319103 hasConceptScore W2112319103C162838799 @default.
• W2112319103 hasConceptScore W2112319103C175444787 @default.
• W2112319103 hasConceptScore W2112319103C19244329 @default.
• W2112319103 hasConceptScore W2112319103C2776330181 @default.
• W2112319103 hasConceptScore W2112319103C2778572836 @default.
• W2112319103 hasConceptScore W2112319103C2779044140 @default.
• W2112319103 hasConceptScore W2112319103C2780821815 @default.
• W2112319103 hasConceptScore W2112319103C28826006 @default.
• W2112319103 hasConceptScore W2112319103C2985793214 @default.
• W2112319103 hasConceptScore W2112319103C33923547 @default.
• W2112319103 hasConceptScore W2112319103C39943821 @default.
• W2112319103 hasConceptScore W2112319103C41008148 @default.
• W2112319103 hasIssue "11" @default.
• W2112319103 hasLocation W21123191031 @default.
• W2112319103 hasLocation W21123191032 @default.
• W2112319103 hasOpenAccess W2112319103 @default.
• W2112319103 hasPrimaryLocation W21123191031 @default.
• W2112319103 hasRelatedWork W2009611555 @default.
• W2112319103 hasRelatedWork W2084262048 @default.
• W2112319103 hasRelatedWork W2108263811 @default.
• W2112319103 hasRelatedWork W2112319103 @default.
• W2112319103 hasRelatedWork W2142366343 @default.
• W2112319103 hasRelatedWork W2949260239 @default.
• W2112319103 hasRelatedWork W2949594337 @default.

• next