Pages that link to "Item:Q1600526"
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The following pages link to Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526):
Displaying 13 items.
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- Theory of portfolios: New considerations on classic models and the Capital Market Line (Q704096) (← links)
- Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Approximating the optimum portfolio for an investor with particular preferences (Q3157766) (← links)
- The Multiple-Family ELSP with Safety Stocks (Q3392000) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- Safety-first portfolio selection (Q5918317) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)