Pages that link to "Item:Q3706792"
From MaRDI portal
The following pages link to Decreasing Risk Aversion and Mean-Variance Analysis (Q3706792):
Displaying 22 items.
- Decreasing ross risk aversion: higher-order generalizations and implications (Q478131) (← links)
- Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
- Increases in skewness and three-moment preferences (Q633345) (← links)
- Mean variance preferences and the heat equation (Q688544) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Mean-variance utility (Q893428) (← links)
- Global measures of risk aversion (Q1181227) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
- A new foundation for the mean-variance analysis (Q1827662) (← links)
- Increasing risk, decreasing absolute risk aversion and diversification (Q1906057) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Portfolio selection and duality under mean variance preferences (Q2276213) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Subjective mean-variance preferences without expected utility (Q2406934) (← links)
- The value of a probability forecast from portfolio theory (Q2425828) (← links)
- A two-parameter model of dispersion aversion (Q2439914) (← links)
- Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727) (← links)
- Mean-risk rule and compatibility with expected utility rule (Q2764422) (← links)
- Broadly Decreasing Risk Aversion (Q3116704) (← links)
- Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand (Q3117846) (← links)
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences. (Q5953335) (← links)