Utility maximization in a large market
Year of publication: |
2018
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Authors: | Mostovyi, Oleksii |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 1, p. 106-118
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Subject: | utility maximization | large markets | incomplete markets | convex duality | optimal investment | stochastic clock | Theorie | Theory | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Erwartungsnutzen | Expected utility |
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