Smoothed safety first and the holding of assets (Q5746751): 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/10.1080/14697688.2012.713113
+Normal rank
@@ Property / OpenAlex ID @@
+W2072451460
@@ Property / OpenAlex ID: W2072451460 / rank @@
+Normal rank
@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+Generalized Safety First and a New Twist on Portfolio Performance
+Normal rank
@@ Property / cites work @@
+Probability of Survival as an Investment Criterion
+Normal rank
@@ Property / cites work @@
+Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
+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 @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio choice with endogenous utility: a large deviations approach.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5746751