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scientific article; zbMATH DE number 2196467 - MaRDI portal

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zbMath1109.91027MaRDI QIDQ5465312

A. Quentcheu, R. E. Bozeman, Henri C. Jimbo

Publication date: 22 August 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

utility function Lévy process optimal allocation intertemporal optimization

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

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