Pages that link to "Item:Q418070"
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The following pages link to Large deviations theorems for optimal investment problems with large portfolios (Q418070):
Displaying 7 items.
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098) (← links)
- Bounds for portfolio weights in decentralized asset allocation (Q5879666) (← links)
- The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations (Q6042109) (← links)