Portfolio optimization under nonlinear utility (Q2816959)
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scientific article; zbMATH DE number 6619841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under nonlinear utility |
scientific article; zbMATH DE number 6619841 |
Statements
26 August 2016
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subsolutions of BSDEs
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submartingale
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convex duality
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utility maximization
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Portfolio optimization under nonlinear utility (English)
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