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| Property / review text |
| | This paper belongs to that stream of literature related to non-expected utility models in finance and associated risk-measures. The focus of the work is on optimal investment choice and, building on existing utility maximization theory, its conclusions extend some existence and duality results to the case of quasi-concave utility functionals. |
| Property / review text: This paper belongs to that stream of literature related to non-expected utility models in finance and associated risk-measures. The focus of the work is on optimal investment choice and, building on existing utility maximization theory, its conclusions extend some existence and duality results to the case of quasi-concave utility functionals. / rank |
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| Property / reviewed by |
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| Property / reviewed by: Gianluca Cassese / rank |
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| Property / Mathematics Subject Classification ID |
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| Property / Mathematics Subject Classification ID: 91G10 / rank |
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| Property / zbMATH DE Number |
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| Property / zbMATH DE Number: 6705624 / rank |
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| Property / zbMATH Keywords |
| | model uncertainty |
| Property / zbMATH Keywords: model uncertainty / rank |
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| Property / zbMATH Keywords |
| | ambiguity |
| Property / zbMATH Keywords: ambiguity / rank |
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| Property / zbMATH Keywords |
| | portfolio selection |
| Property / zbMATH Keywords: portfolio selection / rank |
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| Property / zbMATH Keywords |
| | duality theory |
| Property / zbMATH Keywords: duality theory / rank |
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| Property / Wikidata QID |
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| Property / Wikidata QID: Q58105353 / rank |
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| Property / MaRDI profile type |
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| Property / MaRDI profile type: MaRDI publication profile / rank |
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| Property / OpenAlex ID |
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| Property / OpenAlex ID: W2135213302 / rank |
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| Property / arXiv ID |
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| Property / arXiv ID: 1311.7419 / rank |
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