Pages that link to "Item:Q5112730"
From MaRDI portal
The following pages link to An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730):
Displaying 9 items.
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- (Q3386338) (← links)
- (Q4980801) (← links)
- Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)
- Interval optimization problems for financial investment and its real-world applications (Q6059576) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)