Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 4, Pages 720–739
DOI: https://doi.org/10.4213/tvp5032 (Mi tvp5032) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Optimal investment under behavioral criteria in incomplete diffusion market models

M. Rásonyia, J. G. Rodriguea-Villarealb

a Alfréd Rényi Institute of Mathematics, Hungary Academy of Sciences
b University of Edinburgh
Full-text PDF (304 kB) Citations (3)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp5032
Funding agency Grant number
Hungarian Academy of Sciences LP2015-6/2015
Received: 23.12.2014
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 4, Pages 631–646
DOI: https://doi.org/10.1137/S0040585X97T987892
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Rásonyi, J. G. Rodriguea-Villareal, “Optimal investment under behavioral criteria in incomplete diffusion market models”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 720–739; Theory Probab. Appl., 60:4 (2016), 631–646
Citation in format AMSBIB
\Bibitem{RasRod15}
\by M.~R\'asonyi, J.~G.~Rodriguea-Villareal
\paper Optimal investment under behavioral criteria in incomplete diffusion market models
\jour Teor. Veroyatnost. i Primenen.
\yr 2015
\vol 60
\issue 4
\pages 720--739
\mathnet{http://mi.mathnet.ru/tvp5032}
\crossref{https://doi.org/10.4213/tvp5032}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3583451}
\elib{https://elibrary.ru/item.asp?id=25865574}
\transl
\jour Theory Probab. Appl.
\yr 2016
\vol 60
\issue 4
\pages 631--646
\crossref{https://doi.org/10.1137/S0040585X97T987892}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000391113200006}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85006257905}
Linking options:
  • https://www.mathnet.ru/eng/tvp5032
  • https://doi.org/10.4213/tvp5032
  • https://www.mathnet.ru/eng/tvp/v60/i4/p720
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:342
    Full-text PDF :172
    References:61
    First page:8
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024