1 School of Statistics, Beijing Normal University, Beijing, China. 2 College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing, China. 3 Department of Economics, ...
The utility function, we also have known, has get many mathematic forms such as the power utility function (Jana and Pavol 2010), the exponential utility function (Bhuvaneswari and Seethalakshmi 2011) ...
Abstract: A classic target-setting problem with a two-piece linear outcome function is extended to include an exponential utility function over outcomes and a normal distribution over uncertain inputs ...
A Python-based portfolio optimization tool designed to find optimal asset allocations across multiple investment horizons. This project leverages both standard utility functions (e.g., Sharpe, Sortino ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results