FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1554292287> ?p ?o ?g. }

• W1554292287 endingPage "695" @default.
• W1554292287 startingPage "679" @default.
• W1554292287 abstract "We maximize the expected utility of terminal wealth in an incomplete market where there are cone constraints on the investor's portfolio processand the utility function is not assumedto be strictly concave or differentiable.We establish the existence of the optimal solutions to the primal and dualproblems and their dual relationship.We simplify the present proofs in this area and extendthe existing duality theory to the constrained nonsmooth setting." @default.
• W1554292287 created "2016-06-24" @default.
• W1554292287 creator A5037410659 @default.
• W1554292287 creator A5070347857 @default.
• W1554292287 date "2015-01-01" @default.
• W1554292287 modified "2023-09-26" @default.
• W1554292287 title "Constrained nonsmooth utility maximization on the positive real line" @default.
• W1554292287 cites W12182492 @default.
• W1554292287 cites W1506173494 @default.
• W1554292287 cites W1534416612 @default.
• W1554292287 cites W195548589 @default.
• W1554292287 cites W1978572019 @default.
• W1554292287 cites W1979627408 @default.
• W1554292287 cites W1983652428 @default.
• W1554292287 cites W1995521089 @default.
• W1554292287 cites W1995522593 @default.
• W1554292287 cites W1995848650 @default.
• W1554292287 cites W2000465147 @default.
• W1554292287 cites W2007171489 @default.
• W1554292287 cites W2047266573 @default.
• W1554292287 cites W2053900106 @default.
• W1554292287 cites W2059498346 @default.
• W1554292287 cites W2069683088 @default.
• W1554292287 cites W2071606512 @default.
• W1554292287 cites W2074284698 @default.
• W1554292287 cites W2076458153 @default.
• W1554292287 cites W2080307616 @default.
• W1554292287 cites W2081877251 @default.
• W1554292287 cites W2100630492 @default.
• W1554292287 cites W2101137376 @default.
• W1554292287 cites W2107436350 @default.
• W1554292287 cites W2129591712 @default.
• W1554292287 cites W2131009816 @default.
• W1554292287 cites W2145279068 @default.
• W1554292287 cites W2148743831 @default.
• W1554292287 cites W2489238003 @default.
• W1554292287 cites W3106701453 @default.
• W1554292287 cites W3121485408 @default.
• W1554292287 doi "https://doi.org/10.3934/mcrf.2015.5.679" @default.
• W1554292287 hasPublicationYear "2015" @default.
• W1554292287 type Work @default.
• W1554292287 sameAs 1554292287 @default.
• W1554292287 citedByCount "0" @default.
• W1554292287 crossrefType "journal-article" @default.
• W1554292287 hasAuthorship W1554292287A5037410659 @default.
• W1554292287 hasAuthorship W1554292287A5070347857 @default.
• W1554292287 hasBestOaLocation W15542922871 @default.
• W1554292287 hasConcept C10138342 @default.
• W1554292287 hasConcept C108710211 @default.
• W1554292287 hasConcept C118615104 @default.
• W1554292287 hasConcept C124952713 @default.
• W1554292287 hasConcept C126255220 @default.
• W1554292287 hasConcept C14036430 @default.
• W1554292287 hasConcept C142362112 @default.
• W1554292287 hasConcept C144237770 @default.
• W1554292287 hasConcept C162324750 @default.
• W1554292287 hasConcept C202444582 @default.
• W1554292287 hasConcept C202615002 @default.
• W1554292287 hasConcept C205706631 @default.
• W1554292287 hasConcept C2524010 @default.
• W1554292287 hasConcept C2778023678 @default.
• W1554292287 hasConcept C2779044140 @default.
• W1554292287 hasConcept C2779664074 @default.
• W1554292287 hasConcept C2780821815 @default.
• W1554292287 hasConcept C2780980858 @default.
• W1554292287 hasConcept C2985793214 @default.
• W1554292287 hasConcept C33923547 @default.
• W1554292287 hasConcept C41008148 @default.
• W1554292287 hasConcept C75432250 @default.
• W1554292287 hasConcept C76155785 @default.
• W1554292287 hasConcept C78458016 @default.
• W1554292287 hasConcept C86803240 @default.
• W1554292287 hasConceptScore W1554292287C10138342 @default.
• W1554292287 hasConceptScore W1554292287C108710211 @default.
• W1554292287 hasConceptScore W1554292287C118615104 @default.
• W1554292287 hasConceptScore W1554292287C124952713 @default.
• W1554292287 hasConceptScore W1554292287C126255220 @default.
• W1554292287 hasConceptScore W1554292287C14036430 @default.
• W1554292287 hasConceptScore W1554292287C142362112 @default.
• W1554292287 hasConceptScore W1554292287C144237770 @default.
• W1554292287 hasConceptScore W1554292287C162324750 @default.
• W1554292287 hasConceptScore W1554292287C202444582 @default.
• W1554292287 hasConceptScore W1554292287C202615002 @default.
• W1554292287 hasConceptScore W1554292287C205706631 @default.
• W1554292287 hasConceptScore W1554292287C2524010 @default.
• W1554292287 hasConceptScore W1554292287C2778023678 @default.
• W1554292287 hasConceptScore W1554292287C2779044140 @default.
• W1554292287 hasConceptScore W1554292287C2779664074 @default.
• W1554292287 hasConceptScore W1554292287C2780821815 @default.
• W1554292287 hasConceptScore W1554292287C2780980858 @default.
• W1554292287 hasConceptScore W1554292287C2985793214 @default.
• W1554292287 hasConceptScore W1554292287C33923547 @default.
• W1554292287 hasConceptScore W1554292287C41008148 @default.
• W1554292287 hasConceptScore W1554292287C75432250 @default.
• W1554292287 hasConceptScore W1554292287C76155785 @default.
• W1554292287 hasConceptScore W1554292287C78458016 @default.
• W1554292287 hasConceptScore W1554292287C86803240 @default.
• W1554292287 hasIssue "3" @default.

• next