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Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
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On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós - In: Mathematical methods of operations research 88 (2018) 2, pp. 241-281
Persistent link: https://www.econbiz.de/10011935667