TY - GEN A1 - Horst, Ulrich A1 - Hu, Ying A1 - Imkeller, Peter A1 - Reveillac, Anthony A1 - Zhang, Jianing T1 - Forward-backward systems for expected utility maximization N2 - In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Di� erential Equation (FBSDE). Y1 - 2012 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/1048 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-10485 ER -