Representation of the penalty term of dynamic concave utilities
Freddy Delbaen; Shige Peng; Emanuela Rosazza Gianin
| Year of publication: |
2010
|
|---|---|
| Authors: | Delbaen, Freddy ; Peng, Shige ; Rosazza Gianin, Emanuela |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 3, p. 449-472
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Intertemporale Entscheidung | Intertemporal choice | 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://www.econbiz.de/10010216492