Portfolio optimization under loss aversion (Q322671): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2015.11.038
+Normal rank
@@ Property / OpenAlex ID @@
+W2186018049
@@ Property / OpenAlex ID: W2186018049 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323695
@@ Property / cites work: Q3323695 / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory and Asset Prices
@@ Property / cites work: Prospect Theory and Asset Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+Risk analysis with contractual default. Does covenant breach matter?
+Normal rank
@@ Property / cites work @@
+Q4220711
@@ Property / cites work: Q4220711 / rank @@
+Normal rank
@@ Property / cites work @@
+Processing second-order stochastic dominance models using cutting-plane representations
+Normal rank
@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Expected Utility: Survey and Analysis
+Normal rank
@@ Property / cites work @@
+Mean-variance approximations to expected utility
@@ Property / cites work: Mean-variance approximations to expected utility / rank @@
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+CVaR norm and applications in optimization
@@ Property / cites work: CVaR norm and applications in optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio construction based on stochastic dominance and target return distributions
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Applications to Finance, Risk and Economics
+Normal rank
@@ Property / cites work @@
+Stochastic models for risk estimation in volatile markets: a survey
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank