PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY (Q2816959)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY |
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PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY (English)
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26 August 2016
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subsolutions of BSDEs
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submartingale
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convex duality
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utility maximization
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