Pages that link to "Item:Q4565071"
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The following pages link to OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071):
Displaying 7 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Mean utility preserving increases in risk for state dependent utility functions (Q1099758) (← links)
- Present value based portfolio choice (Q1327938) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)