No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2789665910 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3415147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-concave utility maximisation on the positive real axis in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex analysis and measurable multifunctions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local martingales and the fundamental asset pricing theorems in the discrete-time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: On utility maximization in discrete-time financial market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5493566 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the extension of von Neumann-Aumann's theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio optimization under transaction costs in the CRR model / rank
 
Normal rank
Property / cites work
 
Property / cites work: FTAP in finite discrete time with transaction costs by utility maximization / rank
 
Normal rank

Latest revision as of 06:30, 17 July 2024

scientific article
Language Label Description Also known as
English
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
scientific article

    Statements

    No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (English)
    0 references
    0 references
    0 references
    0 references
    7 November 2018
    0 references
    no-arbitrage condition
    0 references
    non-concave utility functions
    0 references
    optimal investment
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers