Mixture of consistent stochastic utilities and \textit{a priori} randomness (Q4990917)
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scientific article; zbMATH DE number 7353439
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| English | Mixture of consistent stochastic utilities and \textit{a priori} randomness |
scientific article; zbMATH DE number 7353439 |
Statements
MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (English)
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1 June 2021
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forward utility
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performance criteria
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horizon-unbiased utility
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consistent utility
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progressive utility
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portfolio optimization
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optimal portfolio
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duality
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stochastic flows
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stochastic partial differential equation
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aggregated utilities
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aggregated portfolios
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0.7244704365730286
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0.7241454124450684
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0.7132571339607239
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0.7077460289001465
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0.7054275274276733
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