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Publication:3396507
zbMATH Open1172.93022MaRDI QIDQ3396507
Publication date: 18 September 2009
Title of this publication is not available (Why is that?)
rank dependent expected utilityinvestment dynamic modelsmaximum-expected-log criteriamaximum-expected-utility
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Optimality conditions for problems involving randomness (49K45)
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Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment ⋮ The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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