Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results.
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We present a new model of forward dynamic utilities. In doing so, we provide unique (viscosity) solutions. In addition, we introduce Hausdorff-continuous viscosity solutions to the portfolio model.
|Item Type:||MPRA Paper|
|Original Title:||Forward dynamic utilities: a new model and new results|
|Keywords:||forward dynamic utility, investment, portfolio, uncertainty, risk, stochastic|
|Subjects:||G - Financial Economics > G1 - General Financial Markets > G10 - General
D - Microeconomics > D8 - Information, Knowledge, and Uncertainty > D80 - General
|Depositing User:||Moawia Alghalith|
|Date Deposited:||09 Apr 2010 11:53|
|Last Modified:||23 Jan 2016 02:23|
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Forward dynamic utilities: a new model and new results. (deposited 04 Mar 2010 10:57)
- Forward dynamic utilities: a new model and new results. (deposited 09 Apr 2010 11:53) [Currently Displayed]