Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains

Research output: Contribution to journalArticle

Published copy (DOI)

Author(s)

Department/unit(s)

Publication details

JournalElectronic Communications in Probability
DatePublished - 2014
Volume19
Number of pages13
Original languageEnglish

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations