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Portfolio selection with hyperexponential utility functions - MaRDI portal

Portfolio selection with hyperexponential utility functions (Q2454355)

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Portfolio selection with hyperexponential utility functions
scientific article

    Statements

    title
    Portfolio selection with hyperexponential utility functions (English)
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    author
    T. Bulmuş
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    Süleyman Özekici
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    published in
    OR Spectrum
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    publication date
    13 June 2014
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    zbMATH Keywords
    portfolio management
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    hyperexponential utility function
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    optimal policy
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    Identifiers

    zbMATH DE Number
    6303949
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    OpenAlex ID
    W2025674453
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