On utility maximization under convex portfolio constraints (Q1948700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On utility maximization under convex portfolio constraints |
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On utility maximization under convex portfolio constraints (English)
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24 April 2013
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utility maximization
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convex constraints
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semimartingales
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finitely-additive measures
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convex duality
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