Pages that link to "Item:Q1085766"

The following pages link to Expectation dependence of random variables, with an application in portfolio theory (Q1085766):

Displaying 31 items.

• Risk aversion with two risks: a theoretical extension (Q268631) (← links)
• Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
• Confidence band for expectation dependence with applications (Q320286) (← links)
• When can expected utility handle first-order risk aversion? (Q472207) (← links)
• Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
• Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
• The demand for a risky asset in the presence of a background risk (Q629340) (← links)
• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
• Almost expectation and excess dependence notions (Q893027) (← links)
• Model selection based on Lorenz and concentration curves, Gini indices and convex order (Q2010900) (← links)
• Comparative risk aversion with two risks (Q2057256) (← links)
• Diversification and risk attitudes toward two risks (Q2092776) (← links)
• Production and hedging under correlated price and background risks (Q2145698) (← links)
• Financial risk taking in the presence of correlated non-financial background risk (Q2178597) (← links)
• The non-integer higher-order stochastic dominance (Q2294272) (← links)
• Comparative statics in an ordinal theory of choice under risk (Q2334842) (← links)
• Hedging and the competitive firm under correlated price and background risk (Q2343102) (← links)
• Production and hedging in futures markets with multiple delivery specifications (Q2343109) (← links)
• Risk reducers in convex order (Q2520435) (← links)
• Preserving the Rothschild-Stiglitz type of increasing risk with background risk (Q2520442) (← links)
• Testing for more positive expectation dependence with application to model comparison (Q2665851) (← links)
• Autocalibration and Tweedie-dominance for insurance pricing with machine learning (Q2665871) (← links)
• Validation of positive expectation dependence (Q4578064) (← links)
• A note on Mossin’s theorem for deductible insurance given random initial wealth (Q4583610) (← links)
• Continuous counterexamples for three dependence notions (Q5077995) (← links)
• Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
• Remarks on the Mossin Theorem (Q5742893) (← links)
• The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
• Testing for positive expectation dependence (Q5963706) (← links)
• Risk aversion, prudence, and asset allocation: a review and some new developments (Q5964213) (← links)
• Fractional-degree expectation dependence (Q6113641) (← links)