A note on the existence of the power investor's optimizer (Q483705): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the existence of the power investor's optimizer |
scientific article |
Statements
A note on the existence of the power investor's optimizer (English)
0 references
17 December 2014
0 references
incomplete markets
0 references
convex duality
0 references
change of measure
0 references
CRRA preferences
0 references
