Pages that link to "Item:Q2123128"
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The following pages link to Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128):
Displaying 6 items.
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- A new approach to maximize the overall return on investment with price and stock dependent demand under the nonlinear holding cost (Q5104389) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
