This is a preview. Log in through your library . Abstract This paper investigates the problem of maximizing expected terminal utility in a discrete-time financial market model with a finite horizon ...

This is a preview. Log in through your library . Abstract This paper presents an algorithm, based on the simplex routine, that provides a way to solve a problem in which the objective function is not ...

Green, Jerry R., and Bruno Jullien. "Ordinal Independence in Non-Linear Utility Theory." Journal of Risk and Uncertainty 1, no. 4 (December 1988): 355–387.