On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

DOI10.1111/1467-9965.t01-1-02002zbMath1073.91034OpenAlexW3124619851MaRDI QIDQ4551808

Youri M.Kabanov, Christophe Stricker

Publication date: 28 October 2002

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-02002

Mathematics Subject Classification ID

Portfolio theory (91G10)

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