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Fractional-degree expectation dependence - MaRDI portal

Fractional-degree expectation dependence (Q6113641)

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scientific article; zbMATH DE number 7710047
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English
Fractional-degree expectation dependence
scientific article; zbMATH DE number 7710047

    Statements

    title
    Fractional-degree expectation dependence (English)
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    author
    Jian-Ping Yang
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    Weiru Chen
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    Weiwei Zhuang
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    publication date
    11 July 2023
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    zbMATH Keywords
    expectation dependence
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    incomplete risk aversion
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    confined correlation aversion
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    optimal investment
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    Identifiers

    Mathematics Subject Classification ID
    62Gxx
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    46N10
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    90C46
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    zbMATH DE Number
    7710047
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    OpenAlex ID
    W4285090334
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