S-shaped Utility Maximization with VaR Constraint and Partial Information.

Zhu D, Davey A, Zheng H

DOI: 10.1007/s10957-026-02998-0
Published: 2026
Container: Journal of optimization theory and applications
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1007/s10957-026-02998-0,
  title = {S-shaped Utility Maximization with VaR Constraint and Partial Information.},
  author = {Zhu D and Davey A and Zheng H},
  year = {2026},
  journal = {Journal of optimization theory and applications},
  doi = {10.1007/s10957-026-02998-0},
  url = {https://doi.org/10.1007/s10957-026-02998-0}
}

RIS

TY  - JOUR
TI  - S-shaped Utility Maximization with VaR Constraint and Partial Information.
AU  - Zhu D
AU  - Davey A
AU  - Zheng H
PY  - 2026
JO  - Journal of optimization theory and applications
DO  - 10.1007/s10957-026-02998-0
UR  - https://doi.org/10.1007/s10957-026-02998-0
ER  -

APA

D, Z., A, D., & H, Z. (2026). S-shaped Utility Maximization with VaR Constraint and Partial Information.. Journal of optimization theory and applications. https://doi.org/10.1007/s10957-026-02998-0

Source records

pubmed · retrieved 2026-09-25T20:04:21.014Z