Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796): Difference between revisions

@@ Property / author @@
-Jian-ming Xia
@@ Property / author: Jian-ming Xia / rank @@
-Normal rank
@@ Property / author @@
+Jian-ming Xia
@@ Property / author: Jian-ming Xia / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q114073930
@@ Property / Wikidata QID: Q114073930 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.02420
@@ Property / arXiv ID: 2008.02420 / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
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+Robustness in the Optimization of Risk Measures
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+Stochastic finance. An introduction in discrete time.
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+PORTFOLIO CHOICE VIA QUANTILES
@@ Property / cites work: PORTFOLIO CHOICE VIA QUANTILES / rank @@
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@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Normal rank
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+Law-invariant functionals that collapse to the mean: beyond convexity
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+Risk Aversion in Regulatory Capital Principles
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+On the optimal stopping values induced by general dependence structures
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+Q4226355
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+On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals.
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+Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
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+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
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+A new characterization of comonotonicity and its application in behavioral finance
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+A NOTE ON THE QUANTILE FORMULATION
@@ Property / cites work: A NOTE ON THE QUANTILE FORMULATION / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4294955895
@@ Property / OpenAlex ID: W4294955895 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5868796