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Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization

  • Nicholas Westray

    ()

  • Harry Zheng

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s00780-010-0128-6
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    Article provided by Springer in its journal Finance and Stochastics.

    Volume (Year): 15 (2011)
    Issue (Month): 3 (September)
    Pages: 501-512

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    Handle: RePEc:spr:finsto:v:15:y:2011:i:3:p:501-512
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    1. 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.
    2. Bruno Bouchard, 2002. "Utility maximization on the real line under proportional transaction costs," Finance and Stochastics, Springer, vol. 6(4), pages 495-516.
    3. B. Bouchard & N. Touzi & A. Zeghal, 2004. "Dual formulation of the utility maximization problem: the case of nonsmooth utility," Papers math/0405290, arXiv.org.
    4. Bouchard, Bruno, 2002. "Utility Maximization on the Real Line under Proportional Transaction Costs," Economics Papers from University Paris Dauphine 123456789/1532, Paris Dauphine University.
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