CRRA Utility Maximization under Risk Constraints (Q6225907)

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scientific article; zbMATH DE number 900129474
Language Label Description Also known as
English
CRRA Utility Maximization under Risk Constraints
scientific article; zbMATH DE number 900129474

    Statements

    publication date
    9 June 2011
    0 references
    arXiv classification
    q-fin.PM
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    math.PR
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    author
    Traian A. Pirvu
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    Anthony Réveillac
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    Identifiers

    arXiv ID
    1106.1702
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    Mathematics Subject Classification ID
    91B30
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    60H30
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    60G44
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