The following pages link to Rationalizing investors' choices (Q492872):
Displaying 14 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
- Complete markets do not allow free cash flow streams (Q2350932) (← links)
- Optimal annuity demand for general expected utility agents (Q2665842) (← links)
- SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES (Q2836214) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- On the Optimal Investment (Q4976507) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
