Pages that link to "Item:Q1879886"
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The following pages link to Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886):
Displaying 20 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
- Risk aversion for nonsmooth utility functions (Q553517) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
