Continuity of utility-maximization with respect to preferences
Year of publication: |
2009
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Authors: | Larsen, Kasper |
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. 19.2009, 2, p. 237-250
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Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Martingal | Martingale | Theorie | Theory |
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