The following pages link to PORTFOLIO CHOICE VIA QUANTILES (Q3084597):
Displaying 50 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)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Behavioral mean-variance portfolio selection (Q724154) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal insurance design with a bonus (Q1681091) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Stochastic maximum principle under probability distortion (Q2041031) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Behavioral portfolio selection with loss control (Q2430900) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
- Portfolio selection in quantile decision models (Q2672919) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
- Classifying financial markets up to isomorphism (Q5161081) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
