The following pages link to HOPE, FEAR, AND ASPIRATIONS (Q2788689):
Displaying 17 items.
- Optimal stopping under probability distortion (Q1948688) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
- Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
- ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
