Co-monotonicity of optimal investments and the design of structured financial products (Q483696): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Pricing of non-redundant derivatives in a complete market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for E k(X, Y) when the marginals are fixed / rank
 
Normal rank
Property / cites work
 
Property / cites work: Core of convex distortions of a probability. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rearrangement inequalities in non-convex insurance models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comonotonic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional comonotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: "Expected Utility" Analysis without the Independence Axiom / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cumulative prospect theory and the St. Petersburg paradox / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5844986 / rank
 
Normal rank

Latest revision as of 11:49, 9 July 2024

scientific article
Language Label Description Also known as
English
Co-monotonicity of optimal investments and the design of structured financial products
scientific article

    Statements

    Co-monotonicity of optimal investments and the design of structured financial products (English)
    0 references
    0 references
    17 December 2014
    0 references
    co-monotonicity
    0 references
    structured products
    0 references
    portfolio optimization
    0 references
    no-arbitrage condition
    0 references
    decision theory
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references