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person:"Post, Thierry"
~person:"Cadenillas, Abel"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
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Mathematische Optimierung
Portfolio selection
Utility theory
5
Portfolio-Management
4
Stochastic dominance
4
Erwartungsnutzen
3
Expected utility
3
Nutzentheorie
3
Risk aversion
3
Stochastic process
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Stochastischer Prozess
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stochastic dominance
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utility theory
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Decision theory
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Mathematical programming
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Moments
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Necessary conditions
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Risikoaversion
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Theorie
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Theory
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Asset pricing
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Behavioural finance
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Bootstrap approach
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CAPM
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CARA utility
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Decision
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Entropie
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Entropy
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Entscheidung
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Entscheidungstheorie
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HARA utility
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Jump-diffusion process
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Linear programming
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Market portfolio efficiency
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Post, Thierry
Cadenillas, Abel
Anderson, Richard G.
3
Binner, Jane M.
3
Elger, Thomas
3
Hagströmer, Björn
3
Nilsson, Birger
3
Aleskerov, Fuad
2
Bouyssou, Denis
2
Fang, Yi
2
Feng, Zhao
2
Gao, Jianwei
2
Gerrard, Russell
2
Kopa, Miloš
2
Kyriakou, Ioannis
2
Laeven, Roger J. A.
2
Monjardet, Bernard
2
Mrad, Mohamed
2
Nielsen, Jens Perch
2
Nutz, Marcel
2
Stewart, Theodor J.
2
Abraham, Rebecca
1
Aleskerov, Fuad T.
1
Andrieu, Laetitia
1
Back, Kerry E.
1
Ballestero, Enrique
1
Becker, Robert Allen
1
Biagini, Sara
1
Bilsen, Servaas van
1
Bloise, Gaetano
1
Bovenberg, A. Lans
1
Bovenberg, Ary Lans
1
Butkevich, Bridget I.
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Calder-Wang, Sophie
1
Chambers, Robert G.
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Chen, An
1
Chiu, Mei Choi
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De Lara, Michel
1
Ding, Peizhen
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Insurance / Mathematics & economics
1
Journal of empirical finance
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ECONIS (ZBW)
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Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
2
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
3
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
4
Aggregate investor preferences and beliefs : a comment
Post, Thierry
;
Kopa, Miloš
- In:
Journal of empirical finance
23
(
2013
),
pp. 187-190
Persistent link: https://www.econbiz.de/10010221754
Saved in:
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