OpenAlex | Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire

Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire

Work

Year: 2020

Type: article

Source: Stochastic Processes and their Applications

Author Oleksii Mostovyi

Institution University of Connecticut

Cites: 39

Cited by: 7

Related to: 10

FWCI: 0.871

Citation percentile (by year/subfield): 82.45

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders National Science Foundation, National Science Foundation

Grant IDS DMS-1600307, DMS-1848339