A note on the existence of the power investor's optimizer (Q483705)
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scientific article; zbMATH DE number 6381307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the existence of the power investor's optimizer |
scientific article; zbMATH DE number 6381307 |
Statements
A note on the existence of the power investor's optimizer (English)
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17 December 2014
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incomplete markets
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convex duality
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change of measure
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CRRA preferences
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