Duality theory for concavification of utility functions in incomplete market model (Q5018580)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Duality theory for concavification of utility functions in incomplete market model |
scientific article; zbMATH DE number 7450266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality theory for concavification of utility functions in incomplete market model |
scientific article; zbMATH DE number 7450266 |
Statements
Duality theory for concavification of utility functions in incomplete market model (English)
0 references
21 December 2021
0 references
standard utility maximization
0 references
robust utility maximization
0 references
optimal investments
0 references
nonconcave utility
0 references
concavification
0 references
0.91373545
0 references
0.9047953
0 references
0.88615865
0 references
0.8849197
0 references
0.8821109
0 references
0.87264806
0 references
0.87046856
0 references
