Pages that link to "Item:Q3417654"

The following pages link to Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (Q3417654):

Displaying 21 items.

• Cost-efficient contingent claims with market frictions (Q253119) (← links)
• A numerical approach for a class of risk-sharing problems (Q533900) (← links)
• Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
• ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
• Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)