Pages that link to "Item:Q1935728"
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The following pages link to Taylor series approximations to expected utility and optimal portfolio choice (Q1935728):
Displaying 6 items.
- Expected utility approximation and portfolio optimisation (Q784451) (← links)
- Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Expected utility operators and coinsurance problem (Q2156948) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
