Geodesic
Optimisation and utility functions
Documenta mathematica, Optimization Stories (2012), pp. 455-460.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Classification : 01A50, 01A55, 01A60, 91-03, 91B16, 91B24
Keywords: portfolio optimisation, utility functions 
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     author = {Schachermayer, Walter},
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     volume = {Optimization Stories},
     year = {2012},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DOCMA_2012__S3__a0/}
}
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Schachermayer, Walter. Optimisation and utility functions. Documenta mathematica, Optimization Stories (2012), pp. 455-460. http://geodesic.mathdoc.fr/item/DOCMA_2012__S3__a0/