Pages that link to "Item:Q4933266"
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The following pages link to Prospect Theory, Indifference Curves, and Hedging Risks (Q4933266):
Displaying 5 items.
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (Q2813528) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)