Maximization of nonconcave utility functions in discrete-time financial market models
Year of publication: |
February 2016
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Authors: | Carassus, Laurence ; Rásonyi, Miklós |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 1, p. 146-173
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Subject: | nonconcave utility functions | optimal investment | asymptotic elasticity | Theorie | Theory | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Nutzen | Utility |
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