Pages that link to "Item:Q2430900"

The following pages link to Behavioral portfolio selection with loss control (Q2430900):

Displaying 13 items.

• A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE (Q4906516) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
• OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (Q5358096) (← links)
• A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)