Pages that link to "Item:Q1406969"
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The following pages link to Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969):
Displaying 7 items.
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic (Q1925935) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
- Prudence and risk vulnerability in two-moment decision models (Q5958263) (← links)
