Pages that link to "Item:Q2255013"
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The following pages link to Portfolio optimization under convex incentive schemes (Q2255013):
Displaying 16 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← links)
- Weighted utility optimization of the participating endowment contract (Q5123189) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- The importance of dynamic risk constraints for limited liability operators (Q6549613) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
