Pages that link to "Item:Q4906516"

The following pages link to GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE (Q4906516):

Displaying 16 items.

• Dynamic safety first expected utility model (Q724069) (← links)
• Behavioral mean-variance portfolio selection (Q724154) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
• Stochastic maximum principle under probability distortion (Q2041031) (← links)
• Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
• Goal-based portfolio choice model with discounted preference (Q2406311) (← links)
• Behavioral portfolio selection with loss control (Q2430900) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• An analytical approach for behavioral portfolio model with time discounting preference (Q4611471) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers (Q5232207) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)