On utility maximization under model uncertainty in discrete‐time markets (Q6078434)
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scientific article; zbMATH DE number 7742855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On utility maximization under model uncertainty in discrete‐time markets |
scientific article; zbMATH DE number 7742855 |
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On utility maximization under model uncertainty in discrete‐time markets (English)
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27 September 2023
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discrete time
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model uncertainty
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optimal portfolio
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utility maximization
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