"Portfolio optimization: not necessarily concave utility and constraints on ..."

Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst (2022)

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DOI: 10.1007/S00186-022-00772-2

access: open

type: Journal Article

metadata version: 2022-05-13

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  - https://dblp.org/rec/journals/mmor/Escobar-AnelKZ22
Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst:
Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation. Math. Methods Oper. Res. 95(1): 101-140 (2022)

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