A model for the optimal selection of lenders

DOI10.1007/s10479-021-03988-3zbMath1494.91171OpenAlexW3133200790MaRDI QIDQ2151674

Inmaculada Rodríguez-Puerta, Alberto A. Álvarez-López

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-03988-3

zbMATH Keywords

expected utilitydecision analysisrisk aversionrisk management

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• Optimal allocation of a fixed production under price uncertainty
• Loss-averse preferences and portfolio choices: an extension
• Pareto utility
• Uncertain indemnity and the demand for insurance
• Increases in risk and demand for a risky asset
• The demand for a risky asset in the presence of a background risk
• The comparative statics of changes in risk revisited
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• A Note on Portfolio Dominance
• RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK
• Monotone Comparative Statics under Uncertainty

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