The following pages link to PORTFOLIO CHOICE VIA QUANTILES (Q3084597):
Displayed 14 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)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Behavioral portfolio selection with loss control (Q2430900) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)