Pages that link to "Item:Q4090084"

The following pages link to Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk (Q4090084):

Displaying 37 items.

• Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
• On relative and partial risk attitudes: theory and implications (Q420994) (← links)
• Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
• Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
• Increases in skewness and three-moment preferences (Q633345) (← links)
• Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
• Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930) (← links)
• Almost stochastic dominance and stocks for the long run (Q953451) (← links)
• Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
• Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
• The values of relative risk aversion and prudence: a context-free interpretation (Q1042326) (← links)
• Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
• A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
• The preservation of multivariate comparative statics in nonexpected utility theory (Q1341565) (← links)
• Capacity choice in a two-stage problem under uncertainty (Q1606358) (← links)
• Asset prices and changes in risk within a bivariate model (Q1732972) (← links)
• Left-side strong increases in risk and their comparative statics (Q1774545) (← links)
• Increasing risk, decreasing absolute risk aversion and diversification (Q1906057) (← links)
• Comparative statics tests between decision models under risk (Q1961269) (← links)
• A model for the optimal selection of lenders (Q2151674) (← links)
• The dual theory of the smooth ambiguity model (Q2249574) (← links)
• Demand for risky financial assets: A portfolio analysis (Q2276854) (← links)
• Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
• Optimal saving and health prevention (Q2326215) (← links)
• Prediction market prices under risk aversion and heterogeneous beliefs (Q2358572) (← links)
• Comparative impatience under random discounting (Q2358788) (← links)
• Demand for risky assets and the monotone probability ratio order (Q2365167) (← links)
• Real interest rates, leverage, and bank risk-taking (Q2434341) (← links)
• A model of comparative statics for changes in stochastic returns with dependent risky assets (Q2564617) (← links)
• On Abel's concept of doubt and pessimism (Q2654420) (← links)
• Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets (Q4018051) (← links)
• AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL (Q4563813) (← links)
• General Stochastic Dominance Rules (Q5132570) (← links)
• The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics (Q5132572) (← links)
• Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory (Q5422742) (← links)
• Optimal design of bank regulation under aggregate risk (Q6051342) (← links)