On level curves of value functions in optimization models of expected utility
Cristian-Ioan Tiu and Thaleia Zariphopoulou
| Year of publication: |
2000
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|---|---|
| Authors: | Tiu, Cristian ; Zariphopoulou-Souganidis, Thaleia |
| 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. 10.2000, 2, p. 323-338
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| Subject: | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 337 - 338 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002177822