Optimisation and utility functions

zbMATH Open1267.01027MaRDI QIDQ1946043

W. Schachermayer

Publication date: 17 April 2013

Published in: Documenta Mathematica (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/DMJDMV/vol-ismp/64_schachermayer-walter.html

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zbMATH Keywords

utility functionsportfolio optimisation

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) History of mathematics in the 18th century (01A50) History of game theory, economics, and finance (91-03) History of mathematics in the 19th century (01A55)

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