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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

Optimisation and utility functions cover

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Publication Date

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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