A set optimization approach to utility maximization under transaction costs
Andreas H. Hamel, Sophie Qingzhen Wang,
| Year of publication: |
2017
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|---|---|
| Authors: | Hamel, Andreas ; Calder-Wang, Sophie |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 40.2017, 1/2, p. 257-275
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| Subject: | Utility maximization | Non-complete preference | Multi-utility representation | Set optimization | Duality theory | Transaction costs | Transaktionskosten | Portfolio-Management | Portfolio selection | Nutzen | Utility | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Präferenztheorie | Theory of preferences | Mathematische Optimierung | Mathematical programming | Eigeninteresse | Self-interest |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-017-0195-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011997740