Asymptotic Optimality of a First-Order Approximate Strategy for an Exponential Utility Maximization Problem with a Small Coefficient of Wealth-Dependent Risk Aversion
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2020
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-020-09657-4