Non-concave utility maximisation on the positive real axis in discrete time (Q496584)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-concave utility maximisation on the positive real axis in discrete time |
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Non-concave utility maximisation on the positive real axis in discrete time (English)
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22 September 2015
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discrete-time models
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dynamic programming
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finite horizon
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incomplete markets
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non-concave utility
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optimal portfolio
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