Decision-making of portfolio investment with linear plus double exponential utility function∗∗∗

Author： Zhou Qingjian   Jiao Jia   Niu Datian   Yang Deli  

Publisher： Edp Sciences

E-ISSN： 1290-3868|47|4|361-370

ISSN： 0399-0559

Source： RAIRO - Operations Research, Vol.47, Iss.4, 2013-10, pp. : 361-370

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