Relaxed utility maximization in complete markets

Mathematical Finance

Volumn 21, Issue 4, 2011, Pages 703-722

  Biagini, Sara ^a   Guasoni, Paolo ^b  

^a UNIVERSITY OF PISA   (Italy)

^b BOSTON UNIVERSITY   (United States)

Author keywords

Asymptotic elasticity; Integral representation; Utility maximization

Indexed keywords

EID: 80051895839     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2010.00451.x     Document Type: Article

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