Man pages for belangerjulie15/Optimisation.Power.Utility
Functions: Optimizing with the Power Utility
| budget_eq_prop_cte_theo | Budget initial pour porportion constante investie dans... |
| CRRA | CRRA (Constant Relative Risk Aversion) |
| derivee_Power_Utility | Derivative of Power Utility function |
| Derivee_P_Utility_con | Derivative of the Concavified Power Utility function |
| Droite | Droite |
| Find_lambda | Intermediate function |
| Find_x_theta_PU | Concavification Technique |
| Find_x_theta_PU_Numerous | Concavification Technique for many insured |
| frais_eq_prop_cte_theo | Frais équitable proportion constante: sans simulation |
| Inverse_P_Utility | Inverse Function |
| Investment_Fonct | Rebalancing & Investment |
| lambda_optimal | Lambda Optimal |
| payoff_call | Payoff of a call option |
| PowerUtility_2 | Sum of 2 Power Utility functions (different risk aversion) |
| PowerUtility_3 | Sum of 3 Power Utility functions (different risk aversion) |
| PowerUtility_con_2 | Sum of 2 concavified Power Utility functions (different risk... |
| PowerUtility_con_3 | Sum of 3 concavified Power Utility functions (different risk... |
| P_Utility | Power Utility function |
| P_Utility_con | Concavification of the Power Utility function |
