Pages that link to "Item:Q2184073"
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The following pages link to Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073):
Displaying 9 items.
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Risk preference and indirect utility in portfolio-choice problems (Q1815632) (← links)
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
- Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337) (← links)