Arxiv
| Presentation Name🫲🏻： | constrained nonsmooth utility maximization |
|---|---|
| Presenter： | Professor Harry Zheng |
| Date👨🏽🔬： | 2007-12-17 |
| Location： | 光华东主楼1801室 |
| Abstract： | we address a constrained utility maximization problem in an incomplete market for a utility function defined on the whole real line. We extend in two directions, firstly we allow for constraints on the portfolio process, secondly we prove our results without relying on the technique of quadratic inf-convolution, simplifying the proofs in this area. |
| Annual Speech Directory： | No.137 |
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