No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
Crossref DOI link: https://doi.org/10.1007/s00186-018-0635-3
Published Online: 2018-03-16
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Blanchard, Romain
Carassus, Laurence
Rásonyi, Miklós
Funding for this research was provided by:
Magyar Tudományos Akadémia (LP2015-6)
Text and Data Mining valid from 2018-03-16
Article History
Received: 26 January 2017
Accepted: 4 March 2018
First Online: 16 March 2018