Stochastic Utilities With a Given Optimal...
URL: https://hal.science/hal-00477380
Dataset description:
The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are...
Source: Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows
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Additional Information
| Field | Value |
|---|---|
| Data last updated | unknown |
| Metadata last updated | May 11, 2026 |
| Created | unknown |
| Format | HTML |
| License | https://about.hal.science/hal-authorisation-v1/, info:eu-repo/semantics/OpenAccess |
| Created | 5 months ago |
| Id | cc2a5559-c769-456b-94ba-acac437a37d1 |
| Package id | oai-hal-hal-00477380v2 |
| Resource type | HTML |
| State | active |