INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Portfolio Choice under Space-Time Monotone Performance Criteria / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Asset Allocation under Forward Exponential Performance Criteria / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Portfolio choice under dynamic investment performance criteria / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic Partial Differential Equations and Portfolio Choice / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4084640 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3344519 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A dual characterization of self-generation and exponential forward performances / rank | |||
Normal rank | |||
Latest revision as of 22:46, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA |
scientific article |
Statements
INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (English)
0 references
30 March 2011
0 references
portfolio management
0 references
forward investment performance
0 references
time consistency
0 references
utility theory
0 references
