Pages that link to "Item:Q2800368"
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The following pages link to Maximization of nonconcave utility functions in discrete-time financial market models (Q2800368):
Displaying 18 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- Non-time additive utility optimization -- the case of certainty (Q1567179) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- (Q3076261) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
