Pages that link to "Item:Q522056"
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The following pages link to Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056):
Displaying 7 items.
- Optimal financial investments for non-concave utility functions (Q429148) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Recursive utility optimization with concave coefficients (Q2001553) (← links)
- Decision-making of portfolio investment with double exponential utility function (Q2916062) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)