Pages that link to "Item:Q3084596"

The following pages link to OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596):

Displaying 37 items.

• Cost-efficient contingent claims with market frictions (Q253119) (← links)
• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
• Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• A numerical approach for a class of risk-sharing problems (Q533900) (← links)
• Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• Bipolar behavior of submodular, law-invariant capacities (Q2076039) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
• HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
• Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
• Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
• On the Optimal Investment (Q4976507) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
• Optimal claims with fixed payoff structure (Q5245622) (← links)
• Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
• Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
• ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Rank-dependent predictable forward performance processes (Q6586871) (← links)
• Cost-efficient payoffs under model ambiguity (Q6619586) (← links)