Pages that link to "Item:Q784451"
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The following pages link to Expected utility approximation and portfolio optimisation (Q784451):
Displaying 8 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
- Gaussian approximation of expected utility (Q1960577) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- POLYNOMIAL UTILITY (Q6119777) (← links)