Pages that link to "Item:Q3100414"
From MaRDI portal
The following pages link to Multiple Risks and Mean-Variance Preferences (Q3100414):
Displayed 14 items.
- Correlated risks, bivariate utility and optimal choices (Q617346) (← links)
- Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Portfolio management with background risk under uncertain mean-variance utility (Q2052934) (← links)
- Sourcing decision under interconnected risks: an application of mean-variance preferences approach (Q2151673) (← links)
- Portfolio selection and duality under mean variance preferences (Q2276213) (← links)
- Impact of risk aversion and countervailing tax in oligopoly (Q2397787) (← links)
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging (Q2813528) (← links)
- A mean–variance acreage model (Q5071293) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)