Pages that link to "Item:Q5322099"
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The following pages link to Discrete-Time Financial Planning Models Under Loss-Averse Preferences (Q5322099):
Displaying 7 items.
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Scheduling personal finances via integer programming (Q367243) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Downside loss aversion: winner or loser? (Q2350935) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
