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Portfolio Optimization under Nonlinear Utility

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HEYNE, Gregor, Michael KUPPER, Ludovic TANGPI, 2016. Portfolio Optimization under Nonlinear Utility. In: International Journal of Theoretical and Applied Finance. 19(5), 1650029. ISSN 0219-0249. eISSN 1793-6322. Available under: doi: 10.1142/S0219024916500291

@article{Heyne2016Portf-30887.2, title={Portfolio Optimization under Nonlinear Utility}, year={2016}, doi={10.1142/S0219024916500291}, number={5}, volume={19}, issn={0219-0249}, journal={International Journal of Theoretical and Applied Finance}, author={Heyne, Gregor and Kupper, Michael and Tangpi, Ludovic}, note={Article Number: 1650029} }

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