Pages that link to "Item:Q4530197"
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The following pages link to Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (Q4530197):
Displaying 5 items.
- A new preference model that allows for narrow framing (Q2050985) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- HIGH-DIMENSIONAL PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS (Q2814667) (← links)
- A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
