Pages that link to "Item:Q4554502"
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The following pages link to Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502):
Displaying 8 items.
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Elasticity approach to asset allocation in discrete time (Q3119602) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- (Q5480987) (← links)
- (Q5506195) (← links)