Pages that link to "Item:Q5410798"
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The following pages link to Mean–semivariance portfolio selection under probability distortion (Q5410798):
Displaying 9 items.
- Behavioral mean-variance portfolio selection (Q724154) (← links)
- Stochastic maximum principle under probability distortion (Q2041031) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)
- A NOTE ON SEMIVARIANCE (Q5472776) (← links)
- Semimartingale theory of monotone mean–variance portfolio allocation (Q5855952) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)