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Constrained Non-Concave Utility Maximization: An Application to Life Insurance Contracts with Guarantees

https://doi.org/10.2139/ssrn.3016267
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The 5 references without a DOI — listed, not checked
no DOI — not checkedPortfolio optimization for piecewise concave criteria
no DOI — not checkedConvex duality in constrained portfolio optimization
no DOI — not checkedLongevity risk and retirement income tax efficiency: A location spending rate puzzle
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