Pages that link to "Item:Q1406969"

The following pages link to Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969):

Displayed 7 items.

• Understanding dynamic mean variance asset allocation (Q323338) ‎ (← links)
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) ‎ (← links)
• Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) ‎ (← links)
• The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic (Q1925935) ‎ (← links)
• On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) ‎ (← links)
• Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) ‎ (← links)
• Prudence and risk vulnerability in two-moment decision models (Q5958263) ‎ (← links)