Pages that link to "Item:Q1042183"
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The following pages link to Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183):
Displaying 7 items.
- Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Multi-choice goal programming with utility functions (Q421682) (← links)
- A multi-stage financial hedging approach for the procurement of manufacturing materials (Q1926875) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
