Explicit solutions of some utility maximization problems in incomplete markets (Q2485800)
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scientific article; zbMATH DE number 2192539
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| English | Explicit solutions of some utility maximization problems in incomplete markets |
scientific article; zbMATH DE number 2192539 |
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Explicit solutions of some utility maximization problems in incomplete markets (English)
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5 August 2005
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Expected utility
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Incomplete markets
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Portfolio optimization
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Distortion
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0.8235154747962952
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0.7929682731628418
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0.7861156463623047
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