Pages that link to "Item:Q1948688"

The following pages link to Optimal stopping under probability distortion (Q1948688):

Displaying 32 items.

• Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
• A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
• Randomized strategies and prospect theory in a dynamic context (Q508405) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Time-consistent stopping under decreasing impatience (Q1691445) (← links)
• Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
• Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
• Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
• \(g\)-expectation of distributions (Q2096196) (← links)
• Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
• On expected utility in optimal stopping of diffusions (Q2661572) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
• Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
• Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers (Q5232207) (← links)
• A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
• Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
• Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)
• A central limit theorem, loss aversion and multi-armed bandits (Q6105382) (← links)
• Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
• Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)