Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275): Difference between revisions

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Latest revision as of 14:46, 3 August 2024

scientific article; zbMATH DE number 7765444
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English
Optimal investment problem under behavioral setting: a Lagrange duality perspective
scientific article; zbMATH DE number 7765444

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    Optimal investment problem under behavioral setting: a Lagrange duality perspective (English)
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    15 November 2023
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    portfolio optimization
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    behavioral finance
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    non-concave utility
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    probability distortion
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    relaxation method
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    Lagrange duality
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