Non-concave expected utility optimization with uncertain time horizon (Q6133682)
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scientific article; zbMATH DE number 7730266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Non-concave expected utility optimization with uncertain time horizon |
scientific article; zbMATH DE number 7730266 |
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Non-concave expected utility optimization with uncertain time horizon (English)
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21 August 2023
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non-concave utility
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uncertain time horizon
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porftolio selection
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0.7808154821395874
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0.7645975351333618
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0.7601282596588135
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0.7525284886360168
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0.7509090304374695
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