Pages that link to "Item:Q2800368"
From MaRDI portal
The following pages link to Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368):
Displayed 9 items.
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)