The optimal payoff for a Yaari investor (Q5041665): Difference between revisions

@@ Property / author @@
-Leopoldo Catania
@@ Property / author: Leopoldo Catania / rank @@
-Normal rank
@@ Property / author @@
+Leopoldo Catania
@@ Property / author: Leopoldo Catania / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2022.2095924
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+W4288720331
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+Coherent Measures of Risk
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+Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection
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+Optimal claims with fixed payoff structure
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+Optimal payoffs under state-dependent preferences
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+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
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@@ links / mardi / name / links / mardi / name @@
+Publication:5041665