ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (Q2836218)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL |
scientific article |
Statements
ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (English)
0 references
8 December 2016
0 references
utility maximization
0 references
large financial markets
0 references
optimal strategies
0 references
risk-neutral measures
0 references
