Pages that link to "Item:Q3375392"
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The following pages link to Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392):
Displaying 17 items.
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Security design with status concerns (Q2661668) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Weighted utility optimization of the participating endowment contract (Q5123189) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
