random endowment
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scholarly journals On the existence of shadow prices for optimal investment with random endowment

Stochastics ◽  
2017 ◽  
Vol 89 (6-7) ◽  
pp. 1082-1103 ◽  
Author(s):  
Lingqi Gu ◽  
Yiqing Lin ◽  
Junjian Yang
Keyword(s):  
Optimal Investment ◽  
Shadow Prices ◽  
Random Endowment

scholarly journals Erratum to: Utility maximization in incomplete markets with random endowment

2017 ◽  
Vol 21 (3) ◽  
pp. 867-872 ◽  
Author(s):  
Jaksa Cvitanić ◽  
Walter Schachermayer ◽  
Hui Wang
Keyword(s):  
Incomplete Markets ◽  
Utility Maximization ◽  
Random Endowment
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