2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PM2019
An approximate solution for the power utility optimization under predictable returns
Dmytro Ivasiuk
This work derives an approximate analytical single period solution of the portfolio choice problem for the power utility function. It is possible to do so if we consider that the a…
q-fin.PM2018★ 2 cited
Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios
Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya +1
We derive new results related to the portfolio choice problem for power and logarithmic utilities. Assuming that the portfolio returns follow an approximate log-normal distribution…