Continuity of utility maximization under weak convergence
Erhan Bayraktar, Yan Dolinsky, Jia Guo
| Year of publication: |
2020
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|---|---|
| Authors: | Bayraktar, Erhan ; Dolinsky, Yan ; Guo, Jia |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 725-757
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| Subject: | Incomplete markets | Utility maximization | Weak convergence | Theorie | Theory | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Nutzen | Utility | Eigeninteresse | Self-interest | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00274-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012321870