Pages that link to "Item:Q5086453"
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The following pages link to On utility maximization without passing by the dual problem (Q5086453):
Displaying 10 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Utility maximization problem in the case of unbounded endowment (Q469080) (← links)
- A note on the existence of the power investor's optimizer (Q483705) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Erratum to: ``Utility maximization in incomplete markets with random endowment'' (Q2364538) (← links)
- A non-calculus approach to solving the utility maximization problem using the Cobb-Douglas and CES utility function (Q2966447) (← links)
- Convex duality and Orlicz spaces in expected utility maximization (Q5109984) (← links)