Portfolio Optimization: Not Necessarily Concave Utility and Constraints on Wealth and Allocation

Title:: Portfolio Optimization: Not Necessarily Concave Utility and Constraints on Wealth and Allocation
Document type:: Zeitschriftenaufsatz
Author(s):: Escobar M., Kschonnek M. and Zagst R.
Non-TUM Co-author(s):: ja
Cooperation:: international
Intellectual Contribution:: Discipline-based Research
Journal title:: Mathematical Methods of Operations Research
Journal listet in FT50 ranking:: nein
Year:: 2022
Pages contribution:: 1-40
Fulltext / DOI:: doi:10.1007/s00186-022-00772-2
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
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