Behavioral Portfolio Selection: Asymptotics and stability along a sequence of models
- Journal Article
Journal / seriesMathematical finance
Pages / Article No.
SubjectPortfolio selection; Nonconcave utility; Choquet integral; Stability; Convergence; Behavioral finance
Organisational unit03658 - Schweizer, Martin
NotesReceived July 2012, Revised June 2013, Published online 11 October 2013.
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