Pages that link to "Item:Q3576961"
From MaRDI portal
The following pages link to ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961):
Displaying 11 items.
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Corrigendum to `Optimal investment, stochastic labor income and retirement' (Q422921) (← links)
- Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (Q2460044) (← links)
- Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance''. (Q2513309) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Investment Timing Under Incomplete Information: Erratum (Q3169031) (← links)
- Correction (Q5092652) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6077690) (← links)