Pages that link to "Item:Q2577655"
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The following pages link to Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655):
Displaying 3 items.
- Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938) (← links)
- Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713) (← links)
- On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)