Numéraire-invariant preferences in financial modeling (Q1958497)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numéraire-invariant preferences in financial modeling |
scientific article |
Statements
Numéraire-invariant preferences in financial modeling (English)
0 references
4 October 2010
0 references
preferences
0 references
choice rules
0 references
numéraire-invariance
0 references
optional measures
0 references
investment-consumption problem
0 references
random time-horizon utility maximization
0 references
0 references
0 references