Stability of the exponential utility maximization problem with respect to preferences
Hao Xing
| Year of publication: |
January 2017
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|---|---|
| Authors: | Xing, Hao |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 1, p. 38-67
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| Subject: | utility maximization | exponential utility | stability | semimartingales | utility-based prices | Martingal | Martingale | Nutzen | Utility | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Nutzentheorie | Utility theory | Eigeninteresse | Self-interest |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12073 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011739439