Part of the Springer Finance book series (FINANCE)
The results of this chapter are a presentation of the comprehensive, fundamental, and elegant contributions of Karatzas, Lehoczky, Sethi, and Shreve. See, for example, the papers  through .
KeywordsUtility Function Utility Maximization Trading Strategy Risky Asset Initial Endowment
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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