Pages that link to "Item:Q483696"
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The following pages link to Co-monotonicity of optimal investments and the design of structured financial products (Q483696):
Displaying 11 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656) (← links)
- Measure preserving derivatives and the pricing kernel puzzle (Q660096) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
- Characterization of acceptance sets for co-monotone risk measures (Q2397861) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
- Optimal portfolios under worst-case scenarios (Q5245025) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)