ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (Q2836218): Difference between revisions
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Revision as of 03:26, 13 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL |
scientific article |
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ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (English)
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8 December 2016
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utility maximization
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large financial markets
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optimal strategies
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risk-neutral measures
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