G-Expected Utility Maximization with Ambiguous Equicorrelation
Year of publication: |
2020
|
---|---|
Authors: | Pun, Chi Seng |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Erwartungsnutzen | Expected utility | Nutzentheorie | Utility theory | Portfolio-Management | Portfolio selection | Nutzen | Utility |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Quantitative Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3276001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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