On utility maximization under convex portfolio constraints (Q1948700)
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scientific article; zbMATH DE number 6157200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On utility maximization under convex portfolio constraints |
scientific article; zbMATH DE number 6157200 |
Statements
On utility maximization under convex portfolio constraints (English)
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24 April 2013
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utility maximization
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convex constraints
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semimartingales
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finitely-additive measures
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convex duality
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0.873622477054596
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0.8732813596725464
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0.8597890138626099
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0.8425995111465454
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0.8396387696266174
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