Non-concave expected utility optimization with uncertain time horizon (Q6133682): Difference between revisions

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+Enlargement of Filtration with Finance in View
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+A variational problem arising in economics
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+Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
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+Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems
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+Utility Maximization Under Trading Constraints with Discontinuous Utility
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+Portfolio optimization under convex incentive schemes
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+Dynamic asset pricing theory with uncertain time-horizon
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+Optimal investment decisions when time-horizon is uncertain
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+Wealth-path dependent utility maximization in incomplete markets
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+Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
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+Non-concave expected utility optimization with uncertain time horizon
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+Stochastic finance. An introduction in discrete time.
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+Q5509729
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Optimal portfolio delegation when parties have different coefficients of risk aversion
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+Optimum consumption and portfolio rules in a continuous-time model
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+Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts
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+Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
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+Utility maximization with a given pricing measure when the utility is not necessarily concave
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+Optimal financial investments for non-concave utility functions
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+Utility-Deviation-Risk Portfolio Selection
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