Pages that link to "Item:Q5452375"
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The following pages link to Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods (Q5452375):
Displaying 25 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Markets do not select for a liquidity preference as behavior towards risk (Q956503) (← links)
- Pension schemes as options on pension fund assets: implications for pension fund management (Q1282144) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Correlated squared returns (Q2241899) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- Intergenerational risk sharing in closing pension funds (Q2397850) (← links)
- The evolution of portfolio rules and the capital asset pricing model (Q2505519) (← links)
- Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
- When to accept a sequence of gambles (Q2581293) (← links)
- Optimal leverage from non-ergodicity (Q2866375) (← links)
- OPTIMAL LAG IN DYNAMICAL INVESTMENTS (Q3523539) (← links)
- Universal Portfolios (Q4345877) (← links)
- Investment diversification and investment specialization and the assumed holding period (Q4541524) (← links)
- A theoretical investigation of randomized asset allocation strategies (Q4541558) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)