Non-concave utility maximisation on the positive real axis in discrete time

Research output: Contribution to journalArticlepeer-review

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Non-concave utility maximisation on the positive real axis in discrete time. / Carassus, Laurence; Rásonyi, Miklós; Meireles Rodrigues, Andrea Sofia.

In: Mathematics and financial economics, Vol. 9, No. 4, 08.05.2015, p. 325-349.

Research output: Contribution to journalArticlepeer-review

Harvard

Carassus, L, Rásonyi, M & Meireles Rodrigues, AS 2015, 'Non-concave utility maximisation on the positive real axis in discrete time', Mathematics and financial economics, vol. 9, no. 4, pp. 325-349. https://doi.org/10.1007/s11579-015-0146-4

APA

Carassus, L., Rásonyi, M., & Meireles Rodrigues, A. S. (2015). Non-concave utility maximisation on the positive real axis in discrete time. Mathematics and financial economics, 9(4), 325-349. https://doi.org/10.1007/s11579-015-0146-4

Vancouver

Carassus L, Rásonyi M, Meireles Rodrigues AS. Non-concave utility maximisation on the positive real axis in discrete time. Mathematics and financial economics. 2015 May 8;9(4):325-349. https://doi.org/10.1007/s11579-015-0146-4

Author

Carassus, Laurence ; Rásonyi, Miklós ; Meireles Rodrigues, Andrea Sofia. / Non-concave utility maximisation on the positive real axis in discrete time. In: Mathematics and financial economics. 2015 ; Vol. 9, No. 4. pp. 325-349.

Bibtex - Download

@article{45334d3ddf094593a140ce9873e7558b,
title = "Non-concave utility maximisation on the positive real axis in discrete time",
author = "Laurence Carassus and Mikl{\'o}s R{\'a}sonyi and {Meireles Rodrigues}, {Andrea Sofia}",
year = "2015",
month = may,
day = "8",
doi = "10.1007/s11579-015-0146-4",
language = "English",
volume = "9",
pages = "325--349",
journal = "Mathematics and financial economics",
issn = "1862-9679",
publisher = "Springer",
number = "4",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Non-concave utility maximisation on the positive real axis in discrete time

AU - Carassus, Laurence

AU - Rásonyi, Miklós

AU - Meireles Rodrigues, Andrea Sofia

PY - 2015/5/8

Y1 - 2015/5/8

U2 - 10.1007/s11579-015-0146-4

DO - 10.1007/s11579-015-0146-4

M3 - Article

VL - 9

SP - 325

EP - 349

JO - Mathematics and financial economics

JF - Mathematics and financial economics

SN - 1862-9679

IS - 4

ER -