No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
type: Item
instance of: scholarly article
title: No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
zbMATH Open document ID: 1417.91440
author: Romain Blanchard
author: Laurence Carassus
author: Miklós Rásonyi
published in: Mathematical Methods of Operations Research
publication date: 2018-11-07T00:00:00Z
full work available at URL: 1602.06685.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6974532
zbMATH Keywords: no-arbitrage condition
zbMATH Keywords: non-concave utility functions
zbMATH Keywords: optimal investment
MaRDI profile type: Publication
OpenAlex ID: W2789665910
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DOI: 10.1007/S00186-018-0635-3
description: scientific article; zbMATH DE number 6974532