Pages that link to "Item:Q492800"
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The following pages link to A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800):
Displaying 10 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Dynamic currency futures and options hedging model (Q2298819) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
