Pages that link to "Item:Q4683070"

The following pages link to Optimal payoffs under state-dependent preferences (Q4683070):

Displaying 17 items.

• Rationalizing investors' choices (Q492872) (← links)
• Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
• Optimal strategies under omega ratio (Q1713773) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
• Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
• Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
• OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
• OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
• On the Optimal Investment (Q4976507) (← links)
• Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
• Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)