A note on the existence of the power investor’s optimizer
| Year of publication: |
2011
|
|---|---|
| Authors: | Larsen, Kasper |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 1, p. 183-190
|
| Publisher: |
Springer |
| Subject: | Incomplete markets | Convex duality | Change of measure | CRRA preferences |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925432