Laurence Carassus, Miklós Rásonyi. Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. Math. Oper. Res., 41(1):146-173, 2016. [doi]
@article{CarassusR16,
title = {Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models},
author = {Laurence Carassus and Miklós Rásonyi},
year = {2016},
doi = {10.1287/moor.2015.0720},
url = {http://dx.doi.org/10.1287/moor.2015.0720},
researchr = {https://researchr.org/publication/CarassusR16},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {41},
number = {1},
pages = {146-173},
}