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On utility maximization without passing by the dual problem - MaRDI portal

On utility maximization without passing by the dual problem (Q5086453)

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scientific article; zbMATH DE number 7553392
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English
On utility maximization without passing by the dual problem
scientific article; zbMATH DE number 7553392

    Statements

    title
    On utility maximization without passing by the dual problem (English)
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    author
    Miklós Rásonyi
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    published in
    Stochastics
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    publication date
    5 July 2022
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    zbMATH Keywords
    utility function
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    optimal investment
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    unbounded random endowments
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    transaction costs
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    large markets
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    cites work
    Q4845604
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    Q4000065
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    Q4682148
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    60G44
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    60H30
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    zbMATH DE Number
    7553392
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    OpenAlex ID
    W2586102631
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    arXiv ID
    1702.00982
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