Pages that link to "Item:Q488508"
From MaRDI portal
The following pages link to A new characterization of comonotonicity and its application in behavioral finance (Q488508):
Displaying 11 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Comonotonicity for sets of probabilities (Q1697821) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← 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)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
