Convergence of Utility Functions and Convergence of Optimal Strategies
| Year of publication: |
[2015]
|
|---|---|
| Authors: | Jouini, Elyes |
| Other Persons: | Napp, Clotilde (contributor) |
| Publisher: |
[2015]: [S.l.] : SSRN |
| Description of contents: |
In this paper we study the stability (in the L^{p} as well as for the almost sure convergence sense) of the optimal investment-consumption strategy with respect to the choice of the utility function
|
| Extent: | 1 Online-Ressource (11 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | In: Finance and Stochastics, Vol. 7, pp. 491-507, 2003 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 7, 2006 erstellt |
| Classification: | D52 - Incomplete Markets ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012750510