Pages that link to "Item:Q2428507"
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The following pages link to Risk aversion asymptotics for power utility maximization (Q2428507):
Displaying 7 items.
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
