NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE

NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE

Ph.D

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Bibliographic Details
Main Author: QIAN SHUAIJIE
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2020
Subjects:
Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution, Portfolio, Taxation, Optimal Control
Online Access:https://scholarbank.nus.edu.sg/handle/10635/184280
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/184280

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