Pages that link to "Item:Q3994411"
From MaRDI portal
The following pages link to Foundations for financial economics (Q3994411):
Displaying 50 items.
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
- Shaping intergenerational relationships: The demonstration effect (Q1606448) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- Consumption-based CAPM with belief heterogeneity (Q1656773) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- On the computation of the efficient frontier of the portfolio selection problem (Q1760553) (← links)
- Conditional comonotonicity (Q1770205) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Separating signaling equilibria under random relations between costs and attributes: discrete attributes (Q1887442) (← links)
- A Bayesian approach to diagnosis of asset pricing models (Q1899238) (← links)
- Optimal per claim deductibility in insurance with the possibility of risky investments (Q1904994) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Price volatility and risk with non-separability of preferences (Q1964739) (← links)
- Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- The Shapley value decomposition of optimal portfolios (Q2036001) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- A belief-dependent utility model (Q2240652) (← links)
- \(h\)-\(p\) adaptive model based approximation of moment free sensitivity indices (Q2310862) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- Introduction to financial economics (Q2434335) (← links)
- Prospect theory and market quality (Q2434351) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Intradaily dynamic portfolio selection (Q2445697) (← links)
- Expected utility without bounds -- a simple proof (Q2452225) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- Representative consumer's risk aversion and efficient risk-sharing rules (Q2469863) (← links)
- The duality of option investment strategies for hedge funds (Q2476989) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- On optimal strategies for utility maximizers in the arbitrage pricing model (Q2836218) (← links)
- Optimal insurance contract with stochastic background wealth (Q2868602) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
- Short Positions, Rally Fears and Option Markets (Q3565100) (← links)
- Value versus growth: stochastic dominance criteria (Q3605231) (← links)
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
- A mean reverting process for pricing treasury bills and futures contracts (Q4299530) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A new class of multivariate skew distributions with applications to bayesian regression models (Q4454063) (← links)
