Pages that link to "Item:Q5018580"
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The following pages link to Duality theory for concavification of utility functions in incomplete market model (Q5018580):
Displaying 5 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Axiomatic characterizations of the duality correspondence in consumer theory (Q1319012) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)