Work

On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-30788-4_29

Authors: Miklós Résonyi, Lukasz Stettner

Institutions: HUN-REN Institute for Computer Science and Control, Hungarian Academy of Sciences, Institute of Mathematics, Polish Academy of Sciences

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W82472164

FWCI: 1.999

Cites: 9

Cited by: 15

Related to: 10