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Černý, Aleš, Czichowsky, Christoph 
ORCID: 0000-0002-3513-6843 and Kallsen, Jan
(2024)
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation.
Mathematics of Operations Research, 49 (2).
752 - 781.
ISSN 0364-765X
Černý, Aleš, Czichowsky, Christoph ORCID: 0000-0002-3513-6843 and Kallsen, Jan
(2021)
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation.
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Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984
Kallsen, Jan and Rheinlander, Thorsten (2011) Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28 (1). pp. 17-36. ISSN 0721-2631
