Pages that link to "Item:Q2428507"
From MaRDI portal
The following pages link to Risk aversion asymptotics for power utility maximization (Q2428507):
Displaying 21 items.
- Constancy of equilibrium interest rates for power utility functions and stochastic constant returns to scale technologies (Q374846) (← links)
- A note on the existence of the power investor's optimizer (Q483705) (← links)
- Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- Utility maximization under increasing risk aversion in one-period models (Q2488511) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713) (← links)
- On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)
- UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (Q4902548) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
- On the Bellman equation for asymptotics of utility from terminal wealth (Q5306726) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
