DOCUMENTA MATHEMATICA, Vol. Extra Volume: Optimization Stories (2012), 455-460

Walter Schachermayer

Optimisation and Utility Functions

2010 Mathematics Subject Classification: 91B16, 91B24

Keywords and Phrases: Portfolio optimisation, utility functions

Full text: dvi.gz 15 k, dvi 36 k, ps.gz 163 k, pdf 88 k.