Pages that link to "Item:Q483696"

The following pages link to Co-monotonicity of optimal investments and the design of structured financial products (Q483696):

Displaying 8 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)
• Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656) (← links)
• Measure preserving derivatives and the pricing kernel puzzle (Q660096) (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
• Characterization of acceptance sets for co-monotone risk measures (Q2397861) (← links)
• Optimal portfolios under worst-case scenarios (Q5245025) (← links)
• Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)