scientific article; zbMATH DE number 3253656
From MaRDI portal
Publication:5540160
Cited in
(20)- Risk theory and serendipity
- Linear stability of finite difference equations for three-dimensional flow problems
- Portfolio selection with transactions costs
- Personal probabilities of probabilities
- The diversification of currency loans: A comparison between safety-first and mean-variance criteria
- Optimal insurance under Wang's premium principle.
- A theory of money and financial institutions: fiat money and noncooperative equilibrium in a closed economy
- Decision-theoretic aspects of risk-taking behaviour
- A fair pricing approach to weather derivatives
- Risk attitude and metric Bernoulli-decision-rule
- RISK MINIMIZATION BY LINEAR FEEDBACK
- On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
- Production under uncertainty
- A Unified Approach to Generate Risk Measures
- Sortie aspects of stochastic economics
- Multiagent cooperative search for portfolio selection
- Some properties of Bessel functions in multiplicative calculus
- Nonlinear deformation waves based on new Boussinesq-type equation within simplified strain gradient elasticity
- Optimum portfolio diversification in a general continuous-time model
- The so-called expected utility theory is inadequate
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5540160)