Decision-making of portfolio investment with double exponential utility function

MaRDI QIDQ2916062zbMATH OpenFDO

Authors Qingjian Zhou, Siyao Lü, Jia Jiao, Lianxin Wei, Bo Yan, Jian Zhao

Publication date 5 October 2012

Published in Journal of Dalian University of Technology (Search for Journal in Brave)

zbMATH Keywords

optimal portfolioinvestment decision-makingdouble exponential utility functionnon-difference curve method

Mathematics Subject Classification ID

Portfolio theory (91G10) Utility theory (91B16)

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Cited in

(1)

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

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