Amanote Research

Amanote Research

    RegisterSign In

Maximization of Utility and Portfolio Selection Models

Cadernos do IME - Série Matemática
doi 10.12957/cadmat.2017.29731
Full Text
Open PDF
Abstract

Available in full text

Date

November 9, 2017

Authors
João Francisco NevesPatrícia Nunes da SilvaCarlos Frederico Fragoso de Barros e Vasconcellos
Publisher

Universidade de Estado do Rio de Janeiro


Related search

Portfolio Selection Models

Advances in Finance, Accounting, and Economics
English

On the Stability of Portfolio Selection Models

SSRN Electronic Journal
2018English

Comparing Return-Risk and Direct Utility Maximization Portfolio Optimization Methods by ‘Certainty Equivalence Curves’

SSRN Electronic Journal
2009English

Possibilistic Sharpe Ratio Based Novice Portfolio Selection Models

2013English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2000English

A Comparison of Portfolio Theory and Weighted Utility Models of Risky Decision Making

Organizational Behavior and Human Performance
1980English

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

1999English

Delay-Based Network Utility Maximization

2010English

Information, Expected Utility, and Portfolio Choice

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy