Pages that link to "Item:Q5900233"

The following pages link to BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233):

Displaying 50 items.

• Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
• Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
• Continuous-time portfolio optimisation for a behavioural investor with bounded utility on gains (Q457788) (← links)
• Utilities bounded below (Q470662) (← links)
• Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
• A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
• Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
• Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Financial market equilibria with cumulative prospect theory (Q617572) (← links)
• Portfolio insurance under a risk-measure constraint (Q654812) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
• Dynamic safety first expected utility model (Q724069) (← links)
• Behavioral mean-variance portfolio selection (Q724154) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Static portfolio choice under cumulative prospect theory (Q1932528) (← links)
• Loss aversion with multiple investment goals (Q1938967) (← links)
• Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
• Optimal stopping under probability distortion (Q1948688) (← links)
• Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
• Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
• Stochastic maximum principle under probability distortion (Q2041031) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• \(g\)-expectation of distributions (Q2096196) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
• Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
• Generalization of \(h\)-convex stochastic processes and some classical inequalities (Q2196907) (← links)
• Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• A belief-dependent utility model (Q2240652) (← links)
• The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)