Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Hien Q. Vu

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

SSRN Electronic Journal
2009English

Related publications

Maximization of Utility and Portfolio Selection Models

Cadernos do IME - Série Matemática
2017English

Non-Time Additive Utility Optimization—the Case of Certainty

Journal of Mathematical Economics
Applied MathematicsEconomicsEconometrics
2000English

Risk-Sensitive Portfolio Optimization and Its Applications

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
2011English

Risk-Sensitive Portfolio Optimization With Transaction Costs

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2004English

Geometric Return and Portfolio Analysis

SSRN Electronic Journal
2003English

Portfolio Size, Non-Trading Frequency and Portfolio Return Autocorrelation

Journal of International Financial Markets, Institutions and Money
EconomicsEconometricsFinance
2014English

Cautious Expected Utility and the Certainty Effect

Econometrica
EconomicsEconometrics
2015English

Delay-Based Network Utility Maximization

2010English

On Certainty Effect in Expected Utility Theory

Journal of the Operations Research Society of Japan
Management ScienceDecision SciencesOperations Research
1983English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy