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  • Search: person:"Jos\'e G. Rodr\'iguez-Villarreal"
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Jos\'e G. Rodr\'iguez-Villarreal 1 Mikl\'os R\'asonyi 1
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Optimal investment under behavioural criteria -- a dual approach
Mikl\'os R\'asonyi; Jos\'e G. Rodr\'iguez-Villarreal - arXiv.org - 2014
We consider a discrete-time, generically incomplete market model and a behavioural investor with power-like utility and distortion functions. The existence of optimal strategies in this setting has been shown in a previous paper under certain conditions on the parameters of these power...
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