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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael; Maxwell, Michael; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 1, pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
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Design of comprehensive income products for retirement using utility functions
Warren, Geoff - In: Australian journal of management 47 (2022) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10012801598
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Revisiting Ellsberg's and Machina's paradoxes : a two-stage evaluation model under ambiguity
He, Ying - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6897-6914
Persistent link: https://www.econbiz.de/10012703736
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Test for trading costs effect in a portfolio selection problem with recursive utility
Carrasco, Marine; Koné, N'Golo - 2024
Persistent link: https://www.econbiz.de/10015338758
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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark - 1999
Persistent link: https://www.econbiz.de/10001427379
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Consumption and asset prices with homothetic recursive preferences
Fisher, Mark; Gilles, Christian - 1999
Persistent link: https://www.econbiz.de/10001427381
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Asset pricing with stochastic differential utility
Duffie, Darrell; Epstein, Larry G. - 1991
Persistent link: https://www.econbiz.de/10000827226
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Optimal leverage for the utility maximizing firm
Bardsley, Peter - 1992
Persistent link: https://www.econbiz.de/10000839565
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The expected utility of portfolios of asserts
Nielsen, Lars Tyge - 1990
Persistent link: https://www.econbiz.de/10000787285
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Inertia, risk spreading, and the Arrow-Lind theorem
Chew, Soo-Hong; Herk, Leonard F. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000800403