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Determination and estimation of risk aversion coefficients
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; … - In: Computational Management Science : CMS 15 (2018) 2, pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
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A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - 2015
Persistent link: https://www.econbiz.de/10011283724
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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
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Mean-variance efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Mathematics and financial economics 14 (2020) 4, pp. 675-698
Persistent link: https://www.econbiz.de/10012321865