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

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