Pages that link to "Item:Q4825512"
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The following pages link to A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome (Q4825512):
Displaying 4 items.
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
