Decision-making of portfolio investment with linear plus double exponential utility function

DOI10.1051/RO/2013043zbMath1282.91315OpenAlexW2070269457MaRDI QIDQ5397706

De-Li Yang, Datian Niu, Jia Jiao, Qingjian Zhou

Publication date: 24 February 2014

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RO_2013__47_4_361_0/

zbMATH Keywords

optimal portfolioinvestment decision-makingnon-difference curve methodlinear plus double exponential utility function

Mathematics Subject Classification ID

Portfolio theory (91G10)

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