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Behavioral Portfolio Selection: Asymptotics And Stability Along A Sequence Of Models

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  • Christian Reichlin

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  • Christian Reichlin, 2016. "Behavioral Portfolio Selection: Asymptotics And Stability Along A Sequence Of Models," Mathematical Finance, Wiley Blackwell, vol. 26(1), pages 51-85, January.
    • Handle: RePEc:bla:mathfi:v:26:y:2016:i:1:p:51-85
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    File URL: http://hdl.handle.net/10.1111/mafi.2016.26.issue-1
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    Cited by:

    1. David M. Kreps & Walter Schachermayer, 2020. "Convergence of optimal expected utility for a sequence of discrete‐time markets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1205-1228, October.
    2. Ariel Neufeld & Mario Sikic, 2017. "Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty," Papers 1711.03875, arXiv.org, revised Apr 2019.
    3. Erhan Bayraktar & Yan Dolinsky & Jia Guo, 2018. "Continuity of Utility Maximization under Weak Convergence," Papers 1811.01420, arXiv.org, revised Jun 2020.
    4. Ariel Neufeld & Mario Šikić, 2019. "Nonconcave robust optimization with discrete strategies under Knightian uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 90(2), pages 229-253, October.

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