Explicit solutions of some utility maximization problems in incomplete markets (Q2485800)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Explicit solutions of some utility maximization problems in incomplete markets |
scientific article |
Statements
Explicit solutions of some utility maximization problems in incomplete markets (English)
0 references
5 August 2005
0 references
Expected utility
0 references
Incomplete markets
0 references
Portfolio optimization
0 references
Distortion
0 references
0 references