Convergence of utility functions and convergence of optimal strategies

dc.contributor.author	Napp, Clotilde HAL ID: 741006 ORCID: 0000-0002-7008-5949
dc.contributor.author	Jouini, Elyès HAL ID: 6654
dc.date.accessioned	2009-06-18T14:54:25Z
dc.date.available	2009-06-18T14:54:25Z
dc.date.issued	2004
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/355
dc.language.iso	en	en
dc.subject	optimal strategies	en
dc.subject.ddc	332	en
dc.subject.classificationjel	G11	en
dc.title	Convergence of utility functions and convergence of optimal strategies	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	In this paper we study the stability (in the L^{p} as well as for the almost sure convergence sense) of the optimal investment-consumption strategy with respect to the choice of the utility function.	en
dc.relation.isversionofjnlname	Finance and Stochastics
dc.relation.isversionofjnlvol	8	en
dc.relation.isversionofjnlissue	1	en
dc.relation.isversionofjnldate	2004-01
dc.relation.isversionofjnlpages	133-144	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1007/s00780-003-0106-3	en
dc.identifier.urlsite	http://halshs.archives-ouvertes.fr/halshs-00176444/en/	en
dc.description.sponsorshipprivate	oui	en
dc.relation.isversionofjnlpublisher	Springer	en
dc.subject.ddclabel	Economie financière	en

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