Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Investment with Nonconcave Utilities in Discrete-Time Markets |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Investment with Nonconcave Utilities in Discrete-Time Markets |
scientific article |
Statements
Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (English)
0 references
28 August 2015
0 references
expected utility
0 references
utility maximization
0 references
cumulative prospect theory
0 references
bounded-above utility functions
0 references
0 references
0 references
0 references
0.94445956
0 references
0.9335716
0 references
0.93205756
0 references
0.9204829
0 references
0.91098535
0 references
0.9063959
0 references
0.90570897
0 references
0.9004601
0 references
0.8979678
0 references
