Pages that link to "Item:Q2787101"
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The following pages link to An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101):
Displaying 5 items.
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility (Q2806891) (← links)
- Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (Q4392517) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
- Young, timid, and risk takers (Q6054383) (← links)