On the existence of shadow prices for optimal investment with random endowment (Q4584687)
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scientific article; zbMATH DE number 6931430
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the existence of shadow prices for optimal investment with random endowment |
scientific article; zbMATH DE number 6931430 |
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On the existence of shadow prices for optimal investment with random endowment (English)
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4 September 2018
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utility maximization
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random endowment
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transaction costs
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no-short-selling constraint
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shadow prices
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0.94131535
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0.9002568
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0.8934299
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0.89325976
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0.87537766
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0.8696951
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0.8592549
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0.85737514
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0.85384464
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