Decision-making of portfolio investment with double exponential utility function
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Publication:2916062
zbMATH Open1265.91155MaRDI QIDQ2916062FDOQ2916062
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)
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optimal portfolioinvestment decision-makingdouble exponential utility functionnon-difference curve method
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