Work

Along But Beyond Mean-Variance: Utility Maximization in a Semimartingale Model

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1104969

Author: Heli Huhtala

Institution: Bank of Finland

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1583830487

Cites: 41

Cited by: 31

Related to: 10