Pages that link to "Item:Q286005"
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The following pages link to A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005):
Displayed 3 items.
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Novel approaches for portfolio construction using second order stochastic dominance (Q1789608) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)