Pages that link to "Item:Q1616836"
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The following pages link to No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836):
Displaying 9 items.
- Optimal financial investments for non-concave utility functions (Q429148) (← 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)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)
- A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES (Q5464340) (← links)