A note on the existence of the power investor's optimizer (Q483705)
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scientific article; zbMATH DE number 6381307
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| English | A note on the existence of the power investor's optimizer |
scientific article; zbMATH DE number 6381307 |
Statements
A note on the existence of the power investor's optimizer (English)
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17 December 2014
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incomplete markets
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convex duality
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change of measure
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CRRA preferences
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0.737545907497406
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0.7371271848678589
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0.7312606573104858
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0.7183759212493896
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0.7160234451293945
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