MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858): Difference between revisions

@@ Property / cites work @@
+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICALLY OPTIMAL PORTFOLIOS
@@ Property / cites work: ASYMPTOTICALLY OPTIMAL PORTFOLIOS / rank @@
+Normal rank
@@ Property / cites work @@
+Products of trees for investment analysis
@@ Property / cites work: Products of trees for investment analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935997
@@ Property / cites work: Q4935997 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024903001918
+Normal rank
@@ Property / OpenAlex ID @@
+W3121311172
@@ Property / OpenAlex ID: W3121311172 / rank @@
+Normal rank