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

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