The optimal payoff for a Yaari investor
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Publication:5041665
DOI10.1080/14697688.2022.2095924zbMath1500.91119OpenAlexW4288720331MaRDI QIDQ5041665
Unnamed Author, Steven Vanduffel, Leopoldo Catania
Publication date: 14 October 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2022.2095924
Related Items (3)
Optimal investment problem under behavioral setting: a Lagrange duality perspective ⋮ Pairwise counter-monotonicity ⋮ Variance insurance contracts
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