Study of constrained portfolio model on optimization of utility from terminal wealth. (Q2779039)
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scientific article; zbMATH DE number 1723885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study of constrained portfolio model on optimization of utility from terminal wealth. |
scientific article; zbMATH DE number 1723885 |
Statements
2000
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stochastic control problem
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expected utility
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portfolio
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Study of constrained portfolio model on optimization of utility from terminal wealth. (English)
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