Pages that link to "Item:Q2244540"
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The following pages link to Optimal portfolio with power utility of absolute and relative wealth (Q2244540):
Displaying 6 items.
- Portfolio optimization for an investor with a benchmark (Q2343105) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- (Q4822570) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal Portfolio with Power Utility of Absolute and Relative Wealth (Q6367873) (← links)