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