Rásonyi, Miklós and Rodríguez-Villarreal, José G. (2016) Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models. THEORY OF PROBABILITY AND ITS APPLICATIONS, 60 (4). pp. 631-646. ISSN 0040-585X
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Official URL: http://dx.doi.org/10.1137/S0040585X97T987892
Abstract
The existence of optimal strategies is established for a behavioral investor in certain incomplete continuous time market models.
| Item Type: | Article |
|---|---|
| Additional Information: | Submitted: 23 December 2014 Published online: 06 December 2016 |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 04 Jan 2017 08:44 |
| Last Modified: | 05 Jan 2017 03:08 |
| URI: | http://real.mtak.hu/id/eprint/44300 |
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