Pages that link to "Item:Q429148"
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The following pages link to Optimal financial investments for non-concave utility functions (Q429148):
Displaying 17 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Efficient non-contractible investments in large economies. (Q1347820) (← 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)
- Comparing financial investments by their state dependent returns: A one-way log utility representation (Q2519121) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- A convergence of optimal investment strategies for the HARA utility functions (Q2799673) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Optimal Utilization of Capital and a Financial Sector in a Classical Gravitation Process (Q4409096) (← links)
- Can utility optimization explain the demand for structured investment products? (Q5245026) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Interval optimization problems for financial investment and its real-world applications (Q6059576) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
