Shlomo Levental

Michigan State University

Agriculture Hall

East Lansing, MI 48824-1122

United States

SCHOLARLY PAPERS

2

DOWNLOADS

139

CITATIONS

4

Scholarly Papers (2)

1.

A Simple Proof of Functional ItĂ´'s Lemma for Semimartingales with an Application

Number of pages: 14 Posted: 19 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 100 (261,788)
Citation 3

Abstract:

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functional Ito

2.
Downloads 39 (422,849)
Citation 1

Linked Recursive Preferences and Optimality

Mathematical Finance, Forthcoming
Number of pages: 36 Posted: 16 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 39 (431,898)

Abstract:

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recursive preferences, BSDE, portfolio selection, Jones, behavioral contract theory

Linked Recursive Preferences and Optimality

Mathematical Finance, Vol. 26, Issue 1, pp. 86-121, 2016
Number of pages: 36 Posted: 13 Jan 2016
Shlomo Levental, Sumit Sinha and Mark D. Schroder
Michigan State University, Michigan State University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 0
Citation 1
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Abstract:

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BSDE, recursive preferences, translation‐invariant preferences, team contract, Pareto optimality, behavioral contract theory, optimization