Portfolio selection with hyperexponential utility functions (Q2454355): Difference between revisions

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+https://doi.org/10.1007/s00291-012-0307-2
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+W2025674453
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+A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
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+Portfolio selection in stochastic markets with exponential utility functions
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+Portfolio selection in stochastic markets with HARA utility functions
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+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
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+A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
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+Discrete time market with serial correlations and optimal myopic strategies
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Prospect Theory: An Analysis of Decision under Risk
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+Two-Stage Lotteries without the Reduction Axiom
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+Separating marginal utility and probabilistic risk aversion
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