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
id sg-nus-scholar.10635-184280
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spelling sg-nus-scholar.10635-1842802020-12-01T13:16:16Z NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE QIAN SHUAIJIE MATHEMATICS Min Dai Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution, Portfolio, Taxation, Optimal Control Ph.D DOCTOR OF PHILOSOPHY (FOS) 2020-11-30T18:00:29Z 2020-11-30T18:00:29Z 2020-08-03 Thesis QIAN SHUAIJIE (2020-08-03). NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/184280 en
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution, Portfolio, Taxation, Optimal Control
spellingShingle Non-Concave Utility, Portfolio Constraints, Discontinuous Viscosity Solution, Portfolio, Taxation, Optimal Control
QIAN SHUAIJIE
NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
description Ph.D
author2 MATHEMATICS
author_facet MATHEMATICS
QIAN SHUAIJIE
format Theses and Dissertations
author QIAN SHUAIJIE
author_sort QIAN SHUAIJIE
title NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
title_short NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
title_full NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
title_fullStr NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
title_full_unstemmed NON-CONCAVE PORTFOLIO OPTIMIZATION WITHOUT THE CONCAVIFICATION PRINCIPLE
title_sort non-concave portfolio optimization without the concavification principle
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/184280
_version_ 1686109336367005696

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