Pages that link to "Item:Q3393982"
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The following pages link to PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982):
Displaying 36 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Mean and variance responsive learning (Q423761) (← links)
- Generalised mean-risk preferences (Q508379) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Variational Bewley preferences (Q894048) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Approximate portfolio analysis (Q1806756) (← links)
- A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- A volatility smile-based uncertainty index (Q2045101) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
- An additive model of decision making under risk and ambiguity (Q2283136) (← links)
- Welfare stigma and risk taking in the welfare state (Q2353700) (← links)
- Optimal portfolio with vector expected utility (Q2453828) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Dynamic variational preferences (Q2496226) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Equilibrium pricing in incomplete markets under translation invariant preferences (Q2800369) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS (Q4910603) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- A mean–variance acreage model (Q5071293) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Semimartingale theory of monotone mean–variance portfolio allocation (Q5855952) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514) (← links)