Exponential utility maximization under partial information
Michael Mania; Marina Santacroce
| Year of publication: |
2010
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|---|---|
| Authors: | Mania, Michael ; Santacroce, Marina |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 3, p. 419-448
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| Subject: | Eigeninteresse | Self-interest | Unvollkommene Information | Incomplete information | Mathematische Optimierung | Mathematical programming | Martingal | Martingale | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010216491