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Decision-making of portfolio investment with double exponential utility function

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Publication:2916062
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zbMATH Open1265.91155MaRDI QIDQ2916062FDOQ2916062


Authors: Qingjian Zhou, Siyao Lü, Jia Jiao, Lianxin Wei, Bo Yan, Jian Zhao Edit this on Wikidata


Publication date: 5 October 2012

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





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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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