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

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+W4387119009
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+Utility maximization in incomplete markets with random endowment
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+Q4218383
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+Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR
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+PORTFOLIO CHOICE VIA QUANTILES
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+A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Prospect Theory: An Analysis of Decision under Risk
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+An example of indifference prices under exponential preferences
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+A valuation algorithm for indifference prices in incomplete markets
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+Stop-loss order for portfolios of dependent risks
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+Pricing early exercise contracts in incomplete markets
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+Valuation of power plants by utility indifference and numerical computation
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+Pricing Via Utility Maximization and Entropy
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+On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals.
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Axiomatic characterization of insurance prices
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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
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+Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
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+Optimal stopping under probability distortion
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+Q4255599
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