Pages that link to "Item:Q5739189"
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The following pages link to ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189):
Displayed 30 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)