An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon
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Publication:5112730
DOI10.1137/19M1273086zbMath1443.91259OpenAlexW3019630084MaRDI QIDQ5112730
Chonghu Guan, Wenxin Zhou, Xun Li
Publication date: 8 June 2020
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1273086
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