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Portfolio choice with non-expected utility in continuous time

✍ Scribed by Lars E.O. Svensson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Feasibility and transversality condition

✍ William T. Smith 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 581 KB

Transactions costs and portfolio choice

✍ Darrell Duffie; Tong-sheng Sun 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 823 KB

Optimal portfolio choice for a behaviour

✍ Rásonyi, Miklós; Rodrigues, Andrea M. 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 345 KB

Risk seeking with diminishing marginal u

✍ Alain Chateauneuf; Michéle Cohen 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 727 KB

Interactions of expectancy and utility i

✍ E.Scott Geller; David A. Williams 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 879 KB

Continuous-time delegated portfolio mana

✍ Holger Kraft; Ralf Korn 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 476 KB