utility maximization model

基本解释

A utility maximization model of the investment portfolio including risk-free asset is put forward, with short sales allowed.
提出了在允许卖空情况下含有无风险资产且借贷利率不同的效用最大化的投资组合模型。
In the framework of utility maximization model and game theory, this paper discusses how individuals choose to be credible and how social credibility level is determined.
本文利用效用最大化模型和博弈论方法分析了个人的诚信选择及由此决定的社会诚信水准。
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
我们进行了一个关于半鞅模型（包括流动和非流动资产在内）的效用最大化问题的稳定性分析。
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