Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics |
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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (English)
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28 September 2021
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utility maximization
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portfolio choice
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nonlinear wealth
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martingale method
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convex duality
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semimartingale characteristics
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