Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 15 (2011)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 93E - - - - - -
- 49J - - - - - -
- 60H - - - - - -
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- B. Bouchard & N. Touzi & A. Zeghal, 2004. "Dual formulation of the utility maximization problem: the case of nonsmooth utility," Papers math/0405290, arXiv.org.
- Zhegal, Amina & Touzi, Nizar & Bouchard, Bruno, 2004. "Dual Formulation of the Utility Maximization Problem : the case of Nonsmooth Utility," Economics Papers from University Paris Dauphine 123456789/1531, Paris Dauphine University.
- Bruno Bouchard, 2002. "Utility maximization on the real line under proportional transaction costs," Finance and Stochastics, Springer, vol. 6(4), pages 495-516.
- Bouchard, Bruno, 2002. "Utility Maximization on the Real Line under Proportional Transaction Costs," Economics Papers from University Paris Dauphine 123456789/1532, Paris Dauphine University.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.