Utility maximization with a given pricing measure when the utility is not necessarily concave

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Publication:367382

DOI10.1007/s11579-013-0093-xzbMath1277.91055OpenAlexW3122008199MaRDI QIDQ367382

Christian Reichlin

Publication date: 13 September 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/156463/1/ZORA_NL_156463.pdf




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