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BooksdmsCollected Volumepp. 455–460

Optimisation and utility functions

  • Walter Schachermayer

    University of Vienna Faculty of Mathematics Nordbergstraße 15 1090 Vienna Austria
    • MathSciNet
    • zbMATH Open
Optimisation and utility functions cover
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Dates

Published
1 January 2012
DOI
10.4171/DMS/6/44

Keywords

  • portfolio optimisation
  • utility functions

Mathematics Subject Classification

  • 01A50
  • 01A55
  • 01A60
  • 91-03
  • 91B16
  • 91B24
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