Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374)
From MaRDI portal
scientific article; zbMATH DE number 6879705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Utility Maximization in Discrete-Time Markets with Friction |
scientific article; zbMATH DE number 6879705 |
Statements
Robust Utility Maximization in Discrete-Time Markets with Friction (English)
0 references
1 June 2018
0 references
robust optimization
0 references
utility maximization
0 references
financial markets with friction
0 references
