Research graph
References from Minimum-cost portfolio insurance. Local targets link to admitted publications; unresolved targets remain external evidence.
Lattice-subspaces and positive projections
1994 · External reference
Yudin cones and inductive limit topologies
1998 · External reference
Portfolio dominance and optimality in infinite securities markets
10.1016/s0304-4068(97)00038-4 · 1998 · External reference
Unresolved reference
1978 · External reference
Unresolved reference
1985 · External reference
10.2307/2296188
10.2307/2296188 · External reference
Optimal replication of contingent claims under portfolio constraints
10.1093/rfs/11.1.59 · 1998 · External reference
Spanning, valuation and options
10.1007/bf01210570 · 1991 · External reference
Optimal replication of options with transaction costs and trading restrictions
10.2307/2331154 · 1993 · External reference
Spanning and completeness in markets with contingent claims
10.1016/0022-0531(87)90014-7 · 1987 · External reference
Construction of a state space for interrelated securities with an application to temporary equilibrium theory
10.1007/bf01213504 · 1996 · External reference
Unresolved reference
External reference
Who should buy portfolio insurance
10.2307/2327419 · 1980 · External reference
Unresolved reference
External reference
Leverage constraints and the optimal hedging of stock and bond options
10.2307/2331222 · 1994 · External reference
Unresolved reference
1967 · External reference
Lattice-subspaces of C[0,1] and positive bases
10.1006/jmaa.1994.1178 · 1994 · External reference
Finite-dimensional lattice-subspaces of C(Ω) and curves of Rn
10.1090/s0002-9947-96-01639-x · 1996 · External reference
Options and efficiency
10.2307/1886087 · 1976 · External reference
A solution of two problems in the theory of partially ordered spaces
1939 · External reference
