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Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains
Rásonyi, Miklós, Meireles Rodrigues, AndreaVolume:
19
Year:
2014
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ECP.v19-2990
File:
PDF, 372 KB
english, 2014