Pages that link to "Item:Q2700077"
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The following pages link to Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077):
Displaying 5 items.
- Portfolio optimization with optimal expected utility risk measures (Q2069240) (← links)
- Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
- A Satisficing Chance Constrained Model in the Portfolio Selection of Insurance Lines and Investments (Q4860755) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Parameter estimation of the alpha-stable distribution and applications to financial data (Q6651107) (← links)