Non-concave utility maximization:

optimal investment, stability and applications
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Author
Reichlin, Christian Rochus August
Date
2012
Type
  • Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-007615699
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Contributors
Supervisor: Dana, Rose-Anne
Supervisor: Schweizer, Martin
Publisher
ETH
Subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH); OPTIMALITÄTSKRITERIEN IN DER NÜTZLICHKEITSTHEORIE (OPERATIONS RESEARCH); MODELLE VON ANGEBOT UND NACHFRAGE (OPERATIONS RESEARCH); MARKTGLEICHGEWICHT; PORTFOLIO SELECTION (OPERATIONS RESEARCH); OPTIMALITY CRITERIA IN UTILITY THEORY (OPERATIONS RESEARCH); SUPPLY AND DEMAND MODELS (OPERATIONS RESEARCH); MARKET EQUILIBRIUM
Organisational unit
02000 - Departement Mathematik / Department of Mathematics
03658 - Schweizer, Martin
Notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 20749, 2012.
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