Utility maximization in a large market

Oleksii Mostovyi

Year of publication:	2018
Authors:	Mostovyi, Oleksii
Subject:	utility maximization \| large markets \| incomplete markets \| convex duality \| optimal investment \| stochastic clock \| Unvollkommener Markt \| Incomplete market \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Stochastischer Prozess \| Stochastic process \| Erwartungsnutzen \| Expected utility \| Mathematische Optimierung \| Mathematical programming

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011969163

A service of the