Pages that link to "Item:Q5162844"
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The following pages link to Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844):
Displaying 9 items.
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical (Q756625) (← links)
- Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)