Pages that link to "Item:Q5813618"

The following pages link to Safety First and the Holding of Assets (Q5813618):

Displaying 50 items.

• Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• Simulating and calibrating diversification against black swans (Q310955) (← links)
• Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
• Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
• Gaussian and logistic adaptations of smoothed safety first (Q470737) (← links)
• Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
• Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
• Dependence structure of risk factors and diversification effects (Q659262) (← links)
• Prospect and Markowitz stochastic dominance (Q665805) (← links)
• Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
• Theory of portfolios: New considerations on classic models and the Capital Market Line (Q704096) (← links)
• Dynamic safety first expected utility model (Q724069) (← links)
• Tail value-at-risk in uncertain random environment (Q781311) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Reinsurance retention levels for property/liability firms. A managerial portofolio selection framework (Q807349) (← links)
• Asset-liability management under the safety-first principle (Q846949) (← links)
• Applying the benchmarking procedure: A decision criterion of choice under risk (Q850478) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Risk curve and fuzzy portfolio selection (Q931739) (← links)
• Bruno de Finetti and the case of the critical line's last segment (Q939373) (← links)
• Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
• Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
• Employee stock ownership and diversification (Q993714) (← links)
• Robust portfolios: contributions from operations research and finance (Q993719) (← links)
• Estimating allocations for value-at-risk portfolio optimization (Q1028529) (← links)
• Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284) (← links)
• Markowitz's model with Euclidean vector spaces (Q1041996) (← links)
• Tradeoff-based decomposition and decision-making in multiobjective programming (Q1042253) (← links)
• Upper bounds for the risk in the \(\alpha\)-t utility function (Q1062587) (← links)
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming (Q1094332) (← links)
• On the equivalence between the safety first and min-variance criterion for portfolio selection (Q1162905) (← links)
• Variance vs downside risk: Is there really that much difference? (Q1296359) (← links)
• The diversification of currency loans: A comparison between safety-first and mean-variance criteria (Q1330576) (← links)
• Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
• \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• ALM models based on second order stochastic dominance (Q1616799) (← links)
• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)