Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Investments and forward utilities

3 references·6 citing·28 second hop

FromToDepth

this work references cited by second hop

References

1960Stationary Ordinal Utility and Impatience1,550 cited
2007Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model73 cited
1962STATIONARY UTILITY AND TIME PREFERENCE13 cited

Cited by

2018Evolution of the Arrow-Pratt Measure of Risk-Tolerance for Predictable Forward Utility Processes23 cited
2011INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA20 cited
2022Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players19 cited
2022Competition in Fund Management and Forward Relative Performance Criteria18 cited
2020Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem18 cited
2009Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work