Pages that link to "Item:Q496584"
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The following pages link to Non-concave utility maximisation on the positive real axis in discrete time (Q496584):
Displaying 9 items.
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← 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)
- The nonconcavity of money-metric utility: a new formulation and proof (Q1783448) (← 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)
- Maximization of nonconcave utility functions in discrete-time financial market models (Q2800368) (← links)
