Pages that link to "Item:Q1423714"
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The following pages link to Elasticity approach to portfolio optimization (Q1423714):
Displayed 5 items.
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- Derivatives-based portfolio decisions: an expected utility insight (Q2672921) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)