Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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On Exponential Utility Maximization

  • Published : 1988.12.01
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Abstract

Let B be present value of some sequence. This paper concerns the maximization of the expected utility of the present value B when the utility function is exponential.

Keywords

References

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