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1
Optimal investments for the standard maximization problem with non-concave
utility
function in complete market model
Bahchedjioglou, Olena
;
Shevchenko, Georgiy
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10013184230
Saved in:
2
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
Saved in:
3
Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam
;
Khemka, Gaurav
;
Warren, Geoff
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
Saved in:
4
On recursive utilities with non-affine aggregator and conditional certainty equivalent
Balbus, Lukasz
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 551-577
Persistent link: https://www.econbiz.de/10012306354
Saved in:
5
Utility
function for airline travel in Nepal and its comparison with India
Natesan, Sumeetha
;
Singh, Chhaya
;
Dutta, Goutam
- In:
International journal of revenue management : IJRM
11
(
2019
)
1/2
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012252074
Saved in:
6
Consensus measure with multi-stage fluctuation
utility
based on China's urban demolition negotiation
Gong, Zaiwu
;
Xu, Chao
;
Chiclana, Francisco
;
Xu, Xiaoxia
- In:
Group decision and negotiation
26
(
2017
)
2
,
pp. 379-407
Persistent link: https://www.econbiz.de/10011646942
Saved in:
7
A characterization of the generalized optimal choice set through the optimization of generalized weak utilities
Andrikopoulos, Athanasios
- In:
Theory and decision : an international journal for …
80
(
2016
)
4
,
pp. 611-621
Persistent link: https://www.econbiz.de/10011593870
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8
Substitution with satiation : a new class of
utility
functions and a complementary pivot algorithm
Garg, Jugal
;
Mehta, Ruta
;
Vazirani, Vijay V.
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 996-1024
Persistent link: https://www.econbiz.de/10011914391
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9
Robust decision making using a general
utility
set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
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10
Polynomial
utility
Lollike, Alexander Sevel
;
Steffensen, Mogens
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
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