Horizon dependence of utility optimizers in incomplete models (Q693036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Horizon dependence of utility optimizers in incomplete models |
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Horizon dependence of utility optimizers in incomplete models (English)
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7 December 2012
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incompleteness
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Brownian motion
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market price of risk process
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interest rate process
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expected utility theory
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