On utility maximization in discrete-time financial market models (Q558678): Difference between revisions

@@ Property / author @@
-Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
-Normal rank
@@ Property / author @@
+Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G42
@@ Property / Mathematics Subject Classification ID: 60G42 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+2187033
@@ Property / zbMATH DE Number: 2187033 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+utility maximization
@@ Property / zbMATH Keywords: utility maximization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic elasticity of utility functions
@@ Property / zbMATH Keywords: asymptotic elasticity of utility functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+martingale measures
@@ Property / zbMATH Keywords: martingale measures / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3104841051
@@ Property / OpenAlex ID: W3104841051 / rank @@
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@@ Property / arXiv ID @@
+math/0505243
@@ Property / arXiv ID: math/0505243 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual formulation of the utility maximization problem: the case of nonsmooth utility.
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+No Arbitrage in Discrete Time Under Portfolio Constraints
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+Portfolio Optimization and Martingale Measures
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+Q4547447
@@ Property / cites work: Q4547447 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:558678