Pages that link to "Item:Q1616811"
From MaRDI portal
The following pages link to Determination and estimation of risk aversion coefficients (Q1616811):
Displaying 9 items.
- A method for determining risk aversion functions from uncertain market prices of risk (Q661212) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Another look at portfolio optimization with mental accounts (Q2668325) (← links)
- Quantifying the Cost of Risk in Consumption (Q3161831) (← links)
- Measuring Risk Aversion (Q3522343) (← links)
- (Q3641317) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)