
Optimal Portfolio Selection with a Kinked Utility Function
Author(s) -
구본천,
Hyeng Keun Koo,
박정숙,
정재웅
Publication year - 2014
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2014.13.4.001
Subject(s) - portfolio , selection (genetic algorithm) , economics , function (biology) , computer science , financial economics , artificial intelligence , biology , evolutionary biology