Saved in:
Bibliographic Details
Main Authors: Zhu, Dongmei, Davey, Ashley, Zheng, Harry
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2506.10103
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866915338136846336
author Zhu, Dongmei
Davey, Ashley
Zheng, Harry
author_facet Zhu, Dongmei
Davey, Ashley
Zheng, Harry
contents We study S-shaped utility maximisation with VaR constraint and unobservable drift coefficient. Using the Bayesian filter, the concavification principle, and the change of measure, we give a semi-closed integral representation for the dual value function and find a critical wealth level that determines if the constrained problem admits a unique optimal solution and Lagrange multiplier or is infeasible. We also propose three algorithms (Lagrange, simulation, deep neural network) to solve the problem and compare their performances with numerical examples.
format Preprint
id arxiv_https___arxiv_org_abs_2506_10103
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle S-shaped Utility Maximization with VaR Constraint and Partial Information
Zhu, Dongmei
Davey, Ashley
Zheng, Harry
Mathematical Finance
Optimization and Control
93E20, 93E11, 91G80, 90C46, 49M29
We study S-shaped utility maximisation with VaR constraint and unobservable drift coefficient. Using the Bayesian filter, the concavification principle, and the change of measure, we give a semi-closed integral representation for the dual value function and find a critical wealth level that determines if the constrained problem admits a unique optimal solution and Lagrange multiplier or is infeasible. We also propose three algorithms (Lagrange, simulation, deep neural network) to solve the problem and compare their performances with numerical examples.
title S-shaped Utility Maximization with VaR Constraint and Partial Information
topic Mathematical Finance
Optimization and Control
93E20, 93E11, 91G80, 90C46, 49M29
url https://arxiv.org/abs/2506.10103