Non-concave utility maximisation on the positive real axis in discrete time
Laurence Carassus; Miklós Rásonyi; Andrea M. Rodrigues
| Year of publication: |
2015
|
|---|---|
| Authors: | Carassus, Laurence ; Rásonyi, Miklós ; Rodrigues, Andrea M. |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 4, p. 325-349
|
| Subject: | Discrete-time models | Dynamic programming | Finite horizon | Incomplete markets | Non-concave utility | Optimal portfolio | Dynamische Optimierung | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Mathematische Optimierung | Mathematical programming | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011378104