No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836): Difference between revisions
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Revision as of 04:06, 5 March 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 |
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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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