Pages that link to "Item:Q777925"
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The following pages link to On the construction of optimal payoffs (Q777925):
Displaying 16 items.
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- On the Harsanyi payoff vectors and Harsanyi imputations (Q2270215) (← links)
- Looking at mean-payoff and total-payoff through windows (Q2346404) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (Q5152545) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)