Nonconcave utility maximization with portfolio bounds
Min Dai, Steven Kou, Shuaijie Qian, Xiangwei Wan
| Year of publication: |
2022
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|---|---|
| Authors: | Dai, Min ; Kou, Steven ; Qian, Shuaijie ; Wan, Xiangwei |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 11, p. 8368-8385
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| Subject: | behavioral economics | concavification principle | incentive schemes | portfolio constraints | Portfolio-Management | Portfolio selection | Theorie | Theory | Verhaltensökonomik | Behavioral economics | Eigeninteresse | Self-interest |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2021.4228 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014280204