Pages that link to "Item:Q5938029"
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The following pages link to A class of non-expected utility risk measures and implications for asset allocations (Q5938029):
Displaying 14 items.
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- A simple model of cumulative prospect theory (Q845610) (← links)
- Regret, portfolio choice, and guarantees in defined contribution schemes (Q849592) (← links)
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
- Pension fund investments and the valuation of liabilities under conditional indexation (Q939321) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk (Q1037391) (← links)
- Separating risk and return in the CAPM: A general utility-based model (Q1572987) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
- On iterative premium calculation principles under Cumulative Prospect Theory (Q2443220) (← links)
- Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
