References

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• 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
• 1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets948 cited
• 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
• 1990Hedging of contingent claims under incomplete information736 cited
• 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
• 1995