Optimal consumption of multiple goods in incomplete markets (Q4555291)
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scientific article; zbMATH DE number 6981484
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| English | Optimal consumption of multiple goods in incomplete markets |
scientific article; zbMATH DE number 6981484 |
Statements
Optimal consumption of multiple goods in incomplete markets (English)
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19 November 2018
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optimal consumption
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multiple goods
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utility maximization
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no unbounded profit with bounded risk
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arbitrage of the first kind
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local martingale deflator
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duality theory
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semimartingale
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incomplete market
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optimal investment
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0.8517387509346008
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0.8513377904891968
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0.8357484936714172
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0.8295375108718872
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0.8293600082397461
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