Pages that link to "Item:Q5266359"
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The following pages link to Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359):
Displaying 20 items.
- Risk aversion in the theory of expected utility with rank dependent probabilities (Q1095773) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Pure rank preferences and variation in risk-taking behavior (Q2327072) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model (Q2503429) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
