@article{RO_2013__47_4_361_0, author = {Zhou, Qingjian and Jiao, Jia and Niu, Datian and Yang, Deli}, title = {Decision-making of portfolio investment with linear plus double exponential utility function}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {361--370}, publisher = {EDP-Sciences}, volume = {47}, number = {4}, year = {2013}, doi = {10.1051/ro/2013043}, mrnumber = {3143758}, zbl = {1282.91315}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro/2013043/} }