Pages that link to "Item:Q5175225"

The following pages link to ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225):

Displaying 19 items.

• Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
• Randomized strategies and prospect theory in a dynamic context (Q508405) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Stochastic distortion and its transformed copula (Q1742719) (← links)
• Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
• Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
• OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
• Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
• Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)