Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374)
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scientific article; zbMATH DE number 6879705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Utility Maximization in Discrete-Time Markets with Friction |
scientific article; zbMATH DE number 6879705 |
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Robust Utility Maximization in Discrete-Time Markets with Friction (English)
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1 June 2018
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robust optimization
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utility maximization
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financial markets with friction
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