Pages that link to "Item:Q1398986"
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The following pages link to Portfolio choice with endogenous utility: a large deviations approach. (Q1398986):
Displaying 23 items.
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- Gaussian and logistic adaptations of smoothed safety first (Q470737) (← links)
- A nonparametric quantity-of-quality approach to assessing financial asset return performance (Q1669870) (← links)
- Optimal hedging via large deviation (Q1673025) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
- Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (Q3069961) (← links)
- Optimal Strategies for a Long-Term Static Investor (Q3191881) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- Generalized Safety First and a New Twist on Portfolio Performance (Q3518458) (← links)
- Large-Deviations Theory and Empirical Estimator Choice (Q3518460) (← links)
- Optimal investment and asymmetric risk: a large deviations approach (Q3553748) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- Disparity, Shortfall, and Twice-Endogenous HARA Utility (Q5080558) (← links)
- Smoothed safety first and the holding of assets (Q5746751) (← links)
