Nonconcave Utility Maximization with Portfolio Bounds
- Min Dai ,
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong;Department of Mathematics, Risk Management Institute, and NUS Chongqing and Suzhou Research Institutes, National University of Singapore, Singapore 119076, Singapore;
- Steven Kou ,
Steven Kou
[email protected]https://orcid.org/0000-0003-4457-8384
Questrom School of Business, Boston University, Boston, Massachusetts 02215;
- Shuaijie Qian ,
Shuaijie Qian
[email protected]https://orcid.org/0000-0003-2692-4845
Department of Mathematics, National University of Singapore, Singapore 119076, Singapore;
- Xiangwei Wan
Xiangwei Wan
[email protected]https://orcid.org/0000-0002-8407-364X
Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200030, China
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong;Department of Mathematics, Risk Management Institute, and NUS Chongqing and Suzhou Research Institutes, National University of Singapore, Singapore 119076, Singapore;
Steven Kou
[email protected]https://orcid.org/0000-0003-4457-8384
Questrom School of Business, Boston University, Boston, Massachusetts 02215;
Shuaijie Qian
[email protected]https://orcid.org/0000-0003-2692-4845
Department of Mathematics, National University of Singapore, Singapore 119076, Singapore;
Xiangwei Wan
[email protected]https://orcid.org/0000-0002-8407-364X
Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200030, China
