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

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+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
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+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
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+ASYMPTOTICALLY OPTIMAL PORTFOLIOS
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+Products of trees for investment analysis
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q4235027
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+Q4935997
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