Optimal investment (Q4902479)
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scientific article; zbMATH DE number 6125596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment |
scientific article; zbMATH DE number 6125596 |
Statements
Optimal Investment (English)
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15 January 2013
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portfolio selection
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continuous-time market models
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optimal consumption
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utility function
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0.8511475920677185
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0.8384825587272644
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0.8269773721694946
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