On level curves of value functions in optimization models of expected utility. (Q2707154)
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scientific article; zbMATH DE number 1582859
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| English | On level curves of value functions in optimization models of expected utility. |
scientific article; zbMATH DE number 1582859 |
Statements
29 March 2001
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portfolio optimization
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transaction costs
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level sets
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derivative prices
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On level curves of value functions in optimization models of expected utility. (English)
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0.7594842910766602
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0.747499942779541
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0.7472732067108154
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0.747263491153717
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