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Conference
Presentations on Exponential Utility
with Applications to Portfolio Optimization |
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On-line CE Value Calculator
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| 1990 |
Portfolio
Optimization Using Exponential Utility and Asymmetric Probability
Distributions
ORSA/TIMS Conference Paper, Philadelphia, PA |
| 1991 |
Dynamic
Portfolio Optimization Using Exponential Utility and Dynamic Programming
TIMS/ORSA Conference Paper, Nashville, TN |
| 1993 |
Methodologies
and Formulas for Using Exponential Utility in Decision Analysis
ORSA/TIMS Conference Paper, Phoenix, AZ |
| 1995 |
Certain
Equivalent Value Formulas for Exponential Utility
INFORMS Conference Paper, New Orleans, LA |
| 1998 |
Certain
Equivalent Value Formulas for Decision Analysis
INFORMS Conference Paper, Montreal, CANADA |
| 1998 |
Maximizing
the Certain Equivalent Value of LogNormally distributed Portfolio
Models
DSI Conference Paper, Las Vegas, NV |
| 1999 |
Applications
of the CE-VALUE FUNCTION PAK
INFORMS Conference Paper, Cincinnati, OH |
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