Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382)
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scientific article; zbMATH DE number 6208209
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| default for all languages | No label defined |
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| English | Utility maximization with a given pricing measure when the utility is not necessarily concave |
scientific article; zbMATH DE number 6208209 |
Statements
Utility maximization with a given pricing measure when the utility is not necessarily concave (English)
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13 September 2013
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portfolio selection
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non-concave utility
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asymptotic elasticity
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non-convex optimization
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behavioural finance
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0.8141322731971741
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0.7875670790672302
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0.7874080538749695
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0.7827915549278259
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0.7823742628097534
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