Portfolio selection models with new negative exponential expected utilities

DOI10.15960/J.CNKI.ISSN.1007-6093.2016.01.001zbMATH Open1363.91084MaRDI QIDQ2825050

Tianwen Fu, Zhuozhuo Tu, Boyang Wei

Publication date: 6 October 2016

Published in: Operations Research Transactions (Search for Journal in Brave)

zbMATH Keywords

portfolio optimizationmarket frictionsperformance rationegative exponential expected utility

Mathematics Subject Classification ID

Portfolio theory (91G10)

This page was built for publication: Portfolio selection models with new negative exponential expected utilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2825050)