On the existence of shadow prices for optimal investment with random endowment (Q4584687)
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scientific article; zbMATH DE number 6931430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of shadow prices for optimal investment with random endowment |
scientific article; zbMATH DE number 6931430 |
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On the existence of shadow prices for optimal investment with random endowment (English)
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4 September 2018
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utility maximization
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random endowment
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transaction costs
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no-short-selling constraint
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shadow prices
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