BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS
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Publication:2788690
DOI10.1111/mafi.12053zbMath1337.91081OpenAlexW3124773159MaRDI QIDQ2788690
Publication date: 22 February 2016
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12053
Related Items (2)
Nonconcave robust optimization with discrete strategies under Knightian uncertainty ⋮ Continuity of utility maximization under weak convergence
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