UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698)
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scientific article; zbMATH DE number 6304158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES |
scientific article; zbMATH DE number 6304158 |
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UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (English)
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13 June 2014
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consumption and investment problem
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utility maximization
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inverse problem
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consistency condition
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duality
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Sharpe ratio
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stochastic wealth
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