Maximization of nonconcave utility functions in discrete-time financial market models (Q2800368)
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scientific article; zbMATH DE number 6569360
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| English | Maximization of nonconcave utility functions in discrete-time financial market models |
scientific article; zbMATH DE number 6569360 |
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15 April 2016
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nonconcave utility functions
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optimal investment
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asymptotic elasticity
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Maximization of nonconcave utility functions in discrete-time financial market models (English)
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0.8857505917549133
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0.8747544884681702
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0.871968686580658
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0.8502370119094849
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