The following pages link to (Q3518767):
Displaying 20 items.
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Dynamic portfolio choice under asset price lognormality (Q1202468) (← links)
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- The opportunity cost of mean-variance choice under estimation risk (Q2514709) (← links)
- The optimal analytical solution to a portfolio model for uncorrelated assets (Q2800746) (← links)
- On the effect of premia and penalties on optimal portfolio choice (Q2853461) (← links)
- Approximating the optimum portfolio for an investor with particular preferences (Q3157766) (← links)
- Portfolio Theory for Independent Assets (Q3343713) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- (Q4822570) (← links)
