Duality theory for concavification of utility functions in incomplete market model (Q5018580)
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scientific article; zbMATH DE number 7450266
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| English | Duality theory for concavification of utility functions in incomplete market model |
scientific article; zbMATH DE number 7450266 |
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Duality theory for concavification of utility functions in incomplete market model (English)
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21 December 2021
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standard utility maximization
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robust utility maximization
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optimal investments
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nonconcave utility
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concavification
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0.91373545
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0.9047953
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0.8987659
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0.8878312
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0.88615865
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0.8849197
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0.8821109
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0.87264806
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0.87046856
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