No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:23, 1 February 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
7 November 2018
0 references
no-arbitrage condition
0 references
non-concave utility functions
0 references
optimal investment
0 references
