Optimal portfolio with power utility of absolute and relative wealth (Q2244540): Difference between revisions

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-.1016/j.spl.2021.109225
@@ Property / DOI: 10.1016/j.spl.2021.109225 / rank @@
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+Active portfolio management with benchmarking: adding a value-at-risk constraint
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+Delegated portfolio management
@@ Property / cites work: Delegated portfolio management / rank @@
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@@ Property / cites work @@
+Contract theory in continuous-time models
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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@@ Property / DOI @@
+.1016/J.SPL.2021.109225
@@ Property / DOI: 10.1016/J.SPL.2021.109225 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2244540