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"Horizon dependence of utility optimizers in incomplete models."

Kasper Larsen, Hang Yu (2012)

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DOI: 10.1007/S00780-012-0171-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/LarsenY12
Kasper Larsen, Hang Yu:
Horizon dependence of utility optimizers in incomplete models. Finance Stochastics 16(4): 779-801 (2012)

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