Robust utility maximisation with intractable claims (Q6074011): Difference between revisions

@@ Property / OpenAlex ID @@
+W4387119009
@@ Property / OpenAlex ID: W4387119009 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets with random endowment
+Normal rank
@@ Property / cites work @@
+Q4218383
@@ Property / cites work: Q4218383 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR
+Normal rank
@@ Property / cites work @@
+PORTFOLIO CHOICE VIA QUANTILES
@@ Property / cites work: PORTFOLIO CHOICE VIA QUANTILES / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim
+Normal rank
@@ Property / cites work @@
+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+An example of indifference prices under exponential preferences
+Normal rank
@@ Property / cites work @@
+A valuation algorithm for indifference prices in incomplete markets
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing early exercise contracts in incomplete markets
+Normal rank
@@ Property / cites work @@
+Valuation of power plants by utility indifference and numerical computation
+Normal rank
@@ Property / cites work @@
+Pricing Via Utility Maximization and Entropy
@@ Property / cites work: Pricing Via Utility Maximization and Entropy / rank @@
+Normal rank
@@ Property / cites work @@
+On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals.
+Normal rank
@@ Property / cites work @@
+Insurance pricing and increased limits ratemaking by proportional hazards transforms
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
+Normal rank
@@ Property / cites work @@
+A new characterization of comonotonicity and its application in behavioral finance
+Normal rank
@@ Property / cites work @@
+A NOTE ON THE QUANTILE FORMULATION
@@ Property / cites work: A NOTE ON THE QUANTILE FORMULATION / rank @@
+Normal rank
@@ Property / cites work @@
+Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
+Normal rank
@@ Property / cites work @@
+Optimal stopping under probability distortion
@@ Property / cites work: Optimal stopping under probability distortion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6074011