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Behavioral Investors in Conic Market Models - MaRDI portal

Behavioral Investors in Conic Market Models (Q5120715)

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scientific article; zbMATH DE number 7247830
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English
Behavioral Investors in Conic Market Models
scientific article; zbMATH DE number 7247830

    Statements

    title
    Behavioral Investors in Conic Market Models (English)
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    author
    Huy N. Chau
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    Miklós Rásonyi
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    publication date
    16 September 2020
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    zbMATH Keywords
    conic market model
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    proportional transaction costs
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    optimal strategy
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    behavioral investor
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    weak convergence
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    Banach-Alaoglou theorem
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91G10
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    91G20
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    46B50
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    zbMATH DE Number
    7247830
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    arXiv ID
    1903.08156
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    OpenAlex ID
    W3046986792
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