No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836)
From MaRDI portal
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