Fractional-degree expectation dependence

DOI10.1007/s40304-021-00252-9OpenAlexW4285090334MaRDI QIDQ6113641

Jian-Ping Yang, Weiru Chen, Weiwei Zhuang

Publication date: 11 July 2023

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-021-00252-9

zbMATH Keywords

expectation dependenceoptimal investmentconfined correlation aversionincomplete risk aversion

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Nonparametric inference (62Gxx)

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