Q5179075 (Q5179075): Difference between revisions
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| Property / cites work: Q4716197 / rank | |||
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| Property / cites work: Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions / rank | |||
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| Property / cites work: POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS / rank | |||
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| Property / cites work: The Bellman equation for power utility maximization with semimartingales / rank | |||
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| Property / cites work: Portfolio Optimization and Performance Analysis / rank | |||
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Latest revision as of 20:12, 9 July 2024
scientific article; zbMATH DE number 6416872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6416872 |
Statements
19 March 2015
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power utility maximization
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risk management
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convex constraints
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