On utility maximization without passing by the dual problem (Q5086453)
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scientific article; zbMATH DE number 7553392
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| default for all languages | No label defined |
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| English | On utility maximization without passing by the dual problem |
scientific article; zbMATH DE number 7553392 |
Statements
On utility maximization without passing by the dual problem (English)
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5 July 2022
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utility function
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optimal investment
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unbounded random endowments
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transaction costs
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large markets
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0.8703039288520813
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0.8615233898162842
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0.8522368669509888
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0.8506696820259094
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