Pages that link to "Item:Q3393982"
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The following pages link to PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982):
Displayed 12 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Mean and variance responsive learning (Q423761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Dynamic variational preferences (Q2496226) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS (Q4910603) (← links)