Optimal portfolios under worst-case scenarios (Q5245025): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2013.836282 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122846639 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measure preserving derivatives and the pricing kernel puzzle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving the Design of Financial Products in a Multidimensional Black-Scholes Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: SP/A and CPT: A reconciliation of two behavioral decision theories / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-monotonicity of optimal investments and the design of structured financial products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 22:01, 9 July 2024

scientific article; zbMATH DE number 6422285
Language Label Description Also known as
English
Optimal portfolios under worst-case scenarios
scientific article; zbMATH DE number 6422285

    Statements

    Optimal portfolios under worst-case scenarios (English)
    0 references
    0 references
    0 references
    0 references
    1 April 2015
    0 references
    behavioural portfolio selection
    0 references
    state-dependent preferences
    0 references
    risk diversification
    0 references
    cost-efficiency
    0 references
    path-dependent strategies
    0 references
    growth optimal portfolio
    0 references

    Identifiers