Recommendations
Cites work
- A new characterization of comonotonicity and its application in behavioral finance
- A note on the quantile formulation
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Cited in
(8)- Optimal payoff under the generalized dual theory of choice
- On the optimal investment
- Optimal investment problem under behavioral setting: a Lagrange duality perspective
- Pairwise counter-monotonicity
- Variance insurance contracts
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Multivariate portfolio choice via quantiles
- On the construction of optimal payoffs
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