Utility maximization with a given pricing measure when the utility is not necessarily concave
type: Item
instance of: scholarly article
title: Utility maximization with a given pricing measure when the utility is not necessarily concave
zbMATH Open document ID: 1277.91055
author: Christian Reichlin
published in: Mathematics and Financial Economics
publication date: 2013-09-13T00:00:00Z
full work available at URL: ZORA NL 156463.pdf
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6208209
zbMATH Keywords: portfolio selection
zbMATH Keywords: non-concave utility
zbMATH Keywords: asymptotic elasticity
zbMATH Keywords: non-convex optimization
zbMATH Keywords: behavioural finance
MaRDI profile type: Publication
OpenAlex ID: W3122008199
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DOI: 10.1007/S11579-013-0093-X
reviewed by: Krzysztof Piasecki
description: scientific article; zbMATH DE number 6208209