Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Objective comparisons of the optimal portfolios corresponding to different utility functions |
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Objective comparisons of the optimal portfolios corresponding to different utility functions (English)
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7 December 2009
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utility function
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optimal portfolio
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martingale measure
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integration representation
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Brownian martingales
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