Numéraire-invariant preferences in financial modeling
type: Item
instance of: scholarly article
title: Numéraire-invariant preferences in financial modeling
zbMATH Open document ID: 1247.91209
DOI: 10.1214/09-AAP669
author: Constantinos Kardaras
published in: The Annals of Applied Probability
publication date: 2010-10-04T00:00:00Z
full work available at URL: https://arxiv.org/abs/0903.3736
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 91B08
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5795068
zbMATH Keywords: preferences
zbMATH Keywords: choice rules
zbMATH Keywords: numéraire-invariance
zbMATH Keywords: optional measures
zbMATH Keywords: investment-consumption problem
zbMATH Keywords: random time-horizon utility maximization
MaRDI profile type: Publication
arXiv ID: 0903.3736
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description: scientific article