Pages that link to "Item:Q1313154"
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The following pages link to Optimal portfolios with asymptotic criteria (Q1313154):
Displaying 8 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- The regime switching portfolios (Q538326) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
