M. Rásonyi, J. G. Rodriguea-Villareal, “Optimal investment under behavioral criteria in incomplete diffusion market models”, Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 4,Pages <nobr>720

JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2015 Volume 60, Issue 4, Pages 720–739 (Mi tvp5032)

This article is cited in 3 papers

Optimal investment under behavioral criteria in incomplete diffusion market models

M. Rásonyi^a, J. G. Rodriguea-Villareal^b

^a Alfréd Rényi Institute of Mathematics, Hungary Academy of Sciences
^b University of Edinburgh

Received: 23.12.2014

DOI: 10.4213/tvp5032

English version: Theory of Probability and its Applications, 2016, 60:4, 631–646

Bibliographic databases: