Maximizing expected utility in the arbitrage pricing model (Q2627954)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing expected utility in the arbitrage pricing model |
scientific article |
Statements
Maximizing expected utility in the arbitrage pricing model (English)
0 references
9 June 2017
0 references
utility maximization
0 references
large financial markets
0 references
arbitrage
0 references
optimal strategies
0 references
risk-neutral measures
0 references
infinite dimensional convex optimization
0 references
0 references
0 references
0 references
