Pages that link to "Item:Q367382"

The following pages link to Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382):

Displaying 31 items.

• Utilities bounded below (Q470662) (← links)
• Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
• Rationalizing investors' choices (Q492872) (← links)
• 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)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• On shortfall risk minimization for game options (Q2240070) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
• Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
• Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
• Weighted utility optimization of the participating endowment contract (Q5123189) (← links)
• A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
• Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
• Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
• Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
• Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
• Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
• Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
• Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)