Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation
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Publication:2123124
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Cites work
- scientific article; zbMATH DE number 733669 (Why is no real title available?)
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Cited in
(4)- Multiple Constraints and Hicksian Complementarity: A Generalization and an Application to Portfolio Choice
- Study of constrained portfolio model on optimization of utility from terminal wealth.
- Portfolio optimization with a prescribed terminal wealth distribution
- Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model
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