Pages that link to "Item:Q2024117"
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The following pages link to Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117):
Displaying 9 items.
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)
- (Q3518767) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)