Pages that link to "Item:Q319811"

The following pages link to On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811):

Displaying 14 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339) (← links)
• On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion (Q683460) (← links)
• Determination and estimation of risk aversion coefficients (Q1616811) (← links)
• Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
• A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
• On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
• Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
• The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
• (Q6121721) (← links)