Non-concave utility maximisation on the positive real axis in discrete time (Q496584)
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scientific article
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| 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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0.8747544884681702
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0.86566561460495
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0.8510645627975464
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0.8388282060623169
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0.8140398263931274
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