Pages that link to "Item:Q1313151"
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The following pages link to Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151):
Displaying 18 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- The comparative statics on asset prices based on bull and bear market measure (Q2569023) (← links)
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- On the foundation of performance measures under asymmetric returns (Q4646783) (← links)
- Risk Measures from Risk-Reducing Experiments (Q4691957) (← links)
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227) (← links)
- A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
