Taylor series approximations to expected utility and optimal portfolio choice
type: Item
instance of: scholarly article
title: Taylor series approximations to expected utility and optimal portfolio choice
zbMATH Open document ID: 1282.91301
author: Lorenzo Garlappi
author: Georgios Skoulakis
published in: Mathematics and Financial Economics
publication date: 2013-02-19T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6137265
zbMATH Keywords: Taylor expansion
zbMATH Keywords: numerical solution
zbMATH Keywords: approximation
zbMATH Keywords: portfolio choice
zbMATH Keywords: expected utility
MaRDI profile type: Publication
full work available at URL: s11579-011-0051-4
OpenAlex ID: W2171916535
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DOI: 10.1007/S11579-011-0051-4
description: scientific article; zbMATH DE number 6137265