Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics |
scientific article; zbMATH DE number 7402325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics |
scientific article; zbMATH DE number 7402325 |
Statements
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (English)
0 references
28 September 2021
0 references
utility maximization
0 references
portfolio choice
0 references
nonlinear wealth
0 references
martingale method
0 references
convex duality
0 references
semimartingale characteristics
0 references
0 references
0 references
0 references
0 references
0 references
0.8570851683616638
0 references
0.78510582447052
0 references
0.7810376882553101
0 references
0.779207706451416
0 references
0.7766009569168091
0 references
