Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme

First Page		Document Content
Date: 2016-04-06 09:09:10 Local martingale Martingale theory Connection Differential geometry Symbol Affine connection		Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme Add to Reading List Source URL: www.mat.univie.ac.at Download Document from Source Website File Size: 491,98 KB Share Document on Facebook

	A Logical Product Approach to Zonotope Intersection Khalil Ghorbal, Eric Goubault, Sylvie Putot Laboratory for the Modelling and Analysis of Interacting Systems CEA, LIST, Boˆıte 94, Gif-sur-Yvette, FFrance. fir DocID: 1qOqG - View Document
	The affine maximal surface equation The affine maximal surface equation U ij wxi xj = 0, (0.1) DocID: 1qgdT - View Document
	Holonomy groups of Lorentzian manifolds Thomas Leistner Humboldt University Berlin IVth International Meeting on Lorentzian Geometry Santiago de Compostela DocID: 1q4l6 - View Document
	Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme DocID: 1puDb - View Document
	C:/rump/Publikationen/Rump_Veroeff/Affine/revised/AffineRevised.dvi DocID: 1pqgP - View Document