On utility maximization without passing by the dual problem (Q5086453): Difference between revisions

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Latest revision as of 13:03, 29 July 2024

scientific article; zbMATH DE number 7553392
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On utility maximization without passing by the dual problem
scientific article; zbMATH DE number 7553392

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    On utility maximization without passing by the dual problem (English)
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    5 July 2022
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    utility function
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    optimal investment
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    unbounded random endowments
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    transaction costs
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    large markets
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