Pages that link to "Item:Q2040434"
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The following pages link to Relative utility bounds for empirically optimal portfolios (Q2040434):
Displaying 5 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- (Q2984046) (← links)
- The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330) (← links)
- Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem (Q5014532) (← links)
