Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment with Nonconcave Utilities in Discrete-Time Markets |
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Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (English)
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28 August 2015
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expected utility
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utility maximization
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cumulative prospect theory
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bounded-above utility functions
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