On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models (Q5493566)
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scientific article; zbMATH DE number 5066281
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| English | On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models |
scientific article; zbMATH DE number 5066281 |
Statements
23 October 2006
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utility function
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portfolio optimization
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dynamic programming
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0.9155715703964232
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0.8801175951957703
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0.871968686580658
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0.86566561460495
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0.849828839302063
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