✦ LIBER ✦

Optimal portfolio with vector expected utility

✍ Scribed by André, Eric

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Taylor series approximations to expected

✍ Lorenzo Garlappi; Georgios Skoulakis 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 434 KB

International Portfolio Diversification

✍ Joshua Aizenman 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 421 KB

Robust portfolio optimization with a gen

✍ Xiaoxian Ma; Qingzhen Zhao; Jilin Qu 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 199 KB

Portfolio choice with non-expected utili

✍ Lars E.O. Svensson 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 268 KB

TRACTABLE ROBUST EXPECTED UTILITY AND RI

✍ Karthik Natarajan; Melvyn Sim; Joline Uichanco 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 459 KB

Optimal consumption-leisure, portfolio a

✍ Wei-yin Fei 📂 Article 📅 2012 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 470 KB