Horizon dependence of utility optimizers in incomplete models
| Year of publication: |
2012
|
|---|---|
| Authors: | Larsen, Kasper ; Yu, Hang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 4, p. 779-802
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