Pages that link to "Item:Q322671"

The following pages link to Portfolio optimization under loss aversion (Q322671):

Displaying 19 items.

• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• Profit management of car rental companies (Q1698916) (← links)
• An equilibrium model of the supply chain network under multi-attribute behaviors analysis (Q1713744) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function (Q1744480) (← links)
• Loss aversion with multiple investment goals (Q1938967) (← links)
• The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion (Q2086939) (← links)
• Optimization of blockchain investment portfolio under artificial bee colony algorithm (Q2222141) (← links)
• Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
• Downside loss aversion: winner or loser? (Q2350935) (← links)
• OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
• (Q2987138) (← links)
• Downside Loss Aversion and Portfolio Management (Q3115967) (← links)
• Drawdown beta and portfolio optimization (Q5092643) (← links)
• Portfolio performance evaluation with loss aversion (Q5245027) (← links)
• Evaluation of strategy portfolios (Q6538797) (← links)