Optimal payoff under the generalized dual theory of choice (Q2060549)

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scientific article; zbMATH DE number 7443029
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Optimal payoff under the generalized dual theory of choice
scientific article; zbMATH DE number 7443029

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    Optimal payoff under the generalized dual theory of choice (English)
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    13 December 2021
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    portfolio selection
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    quantile approach
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    quantile maximization
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    dual theory of choice
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