The following pages link to PORTFOLIO CHOICE VIA QUANTILES (Q3084597):
Displaying 27 items.
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
- Classifying financial markets up to isomorphism (Q5161081) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- PORTFOLIO RHO-PRESENTATIVITY (Q5207490) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Consistent investment of sophisticated rank‐dependent utility agents in continuous time (Q6054373) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)
