Pages that link to "Item:Q2941471"
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The following pages link to Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471):
Displaying 17 items.
- Optimal financial investments for non-concave utility functions (Q429148) (← links)
- Rationalizing investors' choices (Q492872) (← 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)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Investment effects of pricing schemes for non-convex markets (Q2029060) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Optimal investment under behavioural criteria –- a dual approach (Q5245479) (← links)
- (Q5857052) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)