Stochastic maximum principle on a continuous-time behavioral portfolio model

DOI10.1007/978-3-030-04161-8_48zbMath1417.91463OpenAlexW2921075837MaRDI QIDQ2001258

Yanyan Li

Publication date: 2 July 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-04161-8_48

zbMATH Keywords

stochastic maximum principlebehavioral portfolio model

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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