Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128)

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Optimal investments for the standard maximization problem with non-concave utility function in complete market model
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    Optimal investments for the standard maximization problem with non-concave utility function in complete market model (English)
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    8 April 2022
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    optimal investment
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    standard maximization problem
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    non-concave utility
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    non-convex optimization
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    constrained optimization
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