Optimal investment problem under non-extensive statistical mechanics
type: Item
instance of: scholarly article
title: Optimal investment problem under non-extensive statistical mechanics
zbMATH Open document ID: 1417.91465
author: Limin Liu
author: Lin Zhang
author: Shiqi Fan
publication date: 2019-07-03T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7075810
zbMATH Keywords: non-extensive statistics
zbMATH Keywords: q-Gaussian distribution
zbMATH Keywords: utility function
zbMATH Keywords: optimal investment
MaRDI profile type: Publication
full work available at URL: j.camwa.2018.02.016
OpenAlex ID: W2794225352
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Wikidata QID: Q130115282
DOI: 10.1016/J.CAMWA.2018.02.016
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7075810