Safety-first analysis and stable Paretian approach to portfolio choice theory
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- "Expected Utility" Analysis without the Independence Axiom
- A characterization of the distributions that imply mean-variance utility functions
- A testable version of the Pareto-Stable CAPM
- Efficiency Analysis for Multivariate Distributions
- Estimation in Univariate and Multivariate Stable Distributions
- MULTIVARIATE STABLE FUTURES PRICES
- Mass transhipment problems and ideal metrics
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Maxmin expected utility with non-unique prior
- Modeling asset returns with alternative stable distributions*
- Mutual fund separation in financial theory - the separating distributions
- Portfolio Efficient Sets
- Portfolio management with stable distributions
- Risk Aversion in Chance Constrained Portfolio Selection
- Risk Aversion in the Small and in the Large
- Safety First and the Holding of Assets
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- Stable Paretian models in finance
- Subjective Probability and Expected Utility without Additivity
- The Efficiency Analysis of Choices Involving Risk
Cited in
(14)- Estimation of the multivariate symmetric stable distribution using the method of moments
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- Theory of portfolios: New considerations on classic models and the Capital Market Line
- Safety-first portfolio selection
- Portfolio optimization under safety first expected utility with nonlinear probability distortion
- The optimal portfolios based on a modified safety-first rule with risk-free saving
- The Multiple-Family ELSP with Safety Stocks
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons
- Safety first portfolio choice based on financial and sustainability returns
- Approximating the optimum portfolio for an investor with particular preferences
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
- Asymptotic multivariate dominance: a financial application
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables
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