Pages that link to "Item:Q488508"
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The following pages link to A new characterization of comonotonicity and its application in behavioral finance (Q488508):
Displaying 17 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Comonotonicity for sets of probabilities (Q1697821) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- Short communication: mean-stochastic-dominance portfolio selection in continuous time (Q6648325) (← links)
