搜索结果: 1-1 共查到“经济学 market perturbations”相关记录1条 . 查询时间(0.109 秒)
Stability of exponential utility maximization with respect to market perturbations
Stability exponential utility market perturbations
2011/7/19
Abstract. We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regul...