Pages that link to "Item:Q3084596"
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The following pages link to OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596):
Displayed 19 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← 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 under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)