Pages that link to "Item:Q3449459"

The following pages link to Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459):

Displaying 19 items.

• Mean-expectile portfolio selection (Q2041013) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
• BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)
• Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)
• Optimal expansion of business opportunity (Q6112782) (← links)
• Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)