Pages that link to "Item:Q724154"
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The following pages link to Behavioral mean-variance portfolio selection (Q724154):
Displaying 16 items.
- Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- On the investment direction of a behavioral portfolio choice model (Q2294315) (← links)
- (Q3307527) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Portfolio selection with exploration of new investment assets (Q6168501) (← links)
- Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model (Q6556099) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
