scholarly journals A spectral method for an Optimal Investment problem with transaction costs under Potential Utility

2017 ◽  
Vol 319 ◽  
pp. 262-276 ◽  
Author(s):  
Javier de Frutos ◽  
Víctor Gatón
Keyword(s):  
Transaction Costs ◽  
Spectral Method ◽  
Optimal Investment ◽  
Potential Utility ◽  
Investment Problem ◽  
Optimal Investment Problem

Optimal investment problem under behavioral setting: A Lagrange duality perspective

2021 ◽  
Author(s):  
Xiuchun Bi ◽  
Lvning Yuan ◽  
Zhenyu Cui ◽  
Jiacheng Fan ◽  
Shuguang Zhang
Keyword(s):  
Optimal Investment ◽  
Lagrange Duality ◽  
Investment Problem ◽  
Optimal Investment Problem
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