Investissement optimal et évaluation d'actifs sous certaines imperfections de marché
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- Campi, Luciano
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More about this item
Keywords
Théorie de l'utilité; Investissement optimal; Coûts de transaction proportionnels; Prix fictifs; Evaluation par indifférence d'utilité; Problèmes de principal-agent; Dualité; Edsr; Marchés d'électricité; Utility theory; Optimal investment; Proportional transaction costs; Shadow prices; Utility indifference pricing; Principal-Agent problems; Duality; BSDEs; Electricity markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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