Taylor series approximations to expected utility and optimal portfolio choice (Q1935728)
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scientific article; zbMATH DE number 6137265
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| English | Taylor series approximations to expected utility and optimal portfolio choice |
scientific article; zbMATH DE number 6137265 |
Statements
Taylor series approximations to expected utility and optimal portfolio choice (English)
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19 February 2013
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Taylor expansion
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numerical solution
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approximation
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portfolio choice
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expected utility
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0.8683096170425415
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0.7790265679359436
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0.7686236500740051
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0.761934757232666
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0.7475916743278503
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