Kim and Omberg Revisited: The Duality Approach
Joint Authors
Battauz, Anna
De Donno, Marzia
Sbuelz, Alessandro
Source
Journal of Probability and Statistics
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-08-12
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
We give an alternative duality-based proof to the solution of the expected utilitymaximization problem analyzed by Kim and Omberg.
In so doing, we also providean example of incomplete-market optimal investment problem for which the dualityapproach is conducive to an explicit solution.
American Psychological Association (APA)
Battauz, Anna& De Donno, Marzia& Sbuelz, Alessandro. 2015. Kim and Omberg Revisited: The Duality Approach. Journal of Probability and Statistics،Vol. 2015, no. 2015, pp.1-6.
https://search.emarefa.net/detail/BIM-1070000
Modern Language Association (MLA)
Battauz, Anna…[et al.]. Kim and Omberg Revisited: The Duality Approach. Journal of Probability and Statistics No. 2015 (2015), pp.1-6.
https://search.emarefa.net/detail/BIM-1070000
American Medical Association (AMA)
Battauz, Anna& De Donno, Marzia& Sbuelz, Alessandro. Kim and Omberg Revisited: The Duality Approach. Journal of Probability and Statistics. 2015. Vol. 2015, no. 2015, pp.1-6.
https://search.emarefa.net/detail/BIM-1070000
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1070000
