The following pages link to (Q3994411):
Displaying 50 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Fuzzy portfolio selection including cardinality constraints and integer conditions (Q306331) (← links)
- Sensitivity analysis: a review of recent advances (Q320799) (← links)
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- Some properties and convergence theorems of set-valued Choquet integrals (Q385366) (← links)
- New characterizations of increasing risk (Q516047) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Equilibrium open interest (Q608910) (← links)
- Elementary proof that mean-variance implies quadratic utility (Q622632) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- Demand shocks and market manipulation (Q665819) (← links)
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Arbitrage, rationality, and equilibrium (Q806831) (← links)
- Free entry under uncertainty (Q814820) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Aggregation of heterogeneous beliefs (Q855372) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Portfolio selection subject to growth objectives (Q953706) (← links)
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt (Q956553) (← links)
- What kind of new asset will push up the CML? (Q977162) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Markowitz's model with Euclidean vector spaces (Q1041996) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Managing a value-preserving portfolio over time (Q1278210) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- On the number of currencies needed to implement the complete asset market allocation (Q1300411) (← links)
- Minimax adjustment technique and fuzzy information (Q1300816) (← links)
- Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models (Q1319016) (← links)
- A market utility approach to investment valuation (Q1330573) (← links)
- A dynamic allocation rule for the funding of projects and its long-run properties (Q1331562) (← links)
- Robustness of the market model (Q1338992) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Financial innovation, precautionary saving and the risk-free rate (Q1361910) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- Separating risk and return in the CAPM: A general utility-based model (Q1572987) (← links)
