Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Olena Bahchedjioglou, Georgiy Shevchenko
| Year of publication: |
2022
|
|---|---|
| Authors: | Bahchedjioglou, Olena ; Shevchenko, Georgiy |
| Subject: | Constrained optimization | Non-concave utility | Non-convex optimization | Optimal investment | Standard maximization problem | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Dynamische Optimierung | Dynamic programming | Nutzen | Utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-022-00774-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184230