Pages that link to "Item:Q690178"
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The following pages link to A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178):
Displaying 23 items.
- On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component (Q463348) (← links)
- Generalised mean-risk preferences (Q508379) (← links)
- The regime switching portfolios (Q538326) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Mean variance preferences and the heat equation (Q688544) (← links)
- A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
- Mean-variance utility (Q893428) (← links)
- Markets do not select for a liquidity preference as behavior towards risk (Q956503) (← links)
- Present value based portfolio choice (Q1327938) (← links)
- An appreciation of Professor David G. Luenberger (Q1586791) (← links)
- Arbitrage and universal pricing. (Q1605214) (← 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)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- The evolution of portfolio rules and the capital asset pricing model (Q2505519) (← links)
- Comparing financial investments by their state dependent returns: A one-way log utility representation (Q2519121) (← links)
- Note—The Mean-Coefficient-of-Variation Rule: The Lognormal Case (Q3361701) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)
- Alternative optimality criteria of portfolio selection based upon threshold stopping rule (Q4842333) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Peer effect and dynamic ALM games among insurers (Q6631639) (← links)