Decision-making of portfolio investment with linear plus double exponential utility function
Year of publication: |
2013
|
---|---|
Authors: | Zhou, Qingjian ; Jiao, Jia ; Niu, Datian ; Yang, Deli |
Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 47.2013, 4, p. 361-370
|
Subject: | linear plus double exponential utility function | optimal portfolio | investment decision-making | non-difference curve method | Nutzenfunktion | Utility function | Theorie | Theory | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Entscheidung | Decision |
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