Pages that link to "Item:Q643277"

The following pages link to Modeling non-monotone risk aversion using SAHARA utility functions (Q643277):

Displaying 17 items.

• Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions'' (Q406431) (← links)
• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• On investor preferences and mutual fund separation (Q1701032) (← links)
• Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method (Q1701923) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
• Indifference pricing under SAHARA utility (Q2223856) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Optimal annuity demand for general expected utility agents (Q2665842) (← links)
• Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502) (← links)
• Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
• LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
• Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
• Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
• OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)