MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917)
From MaRDI portal
scientific article; zbMATH DE number 7353439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS |
scientific article; zbMATH DE number 7353439 |
Statements
MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (English)
0 references
1 June 2021
0 references
forward utility
0 references
performance criteria
0 references
horizon-unbiased utility
0 references
consistent utility
0 references
progressive utility
0 references
portfolio optimization
0 references
optimal portfolio
0 references
duality
0 references
stochastic flows
0 references
stochastic partial differential equation
0 references
aggregated utilities
0 references
aggregated portfolios
0 references
0 references
0 references
0 references
