Pages that link to "Item:Q5739190"
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The following pages link to A NOTE ON THE QUANTILE FORMULATION (Q5739190):
Displaying 31 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal insurance design with a bonus (Q1681091) (← links)
- Note on sample quantiles for ordinal data (Q2029211) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Equivalence of the problems with quantile and integral quantile criteria (Q2392438) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- Discrete approximation in quantile problem of Portfolio selection (Q2752032) (← links)
- (Q3080641) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)