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~isPartOf:"Journal of mathematical economics"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Blake, David"
~person:"Crainich, David"
~person:"Hlouskova, Jaroslava"
~person:"Vanduffel, Steven"
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Portfolio selection
6
Portfolio-Management
6
Risikoaversion
4
Risk aversion
4
Theorie
4
Theory
4
Consumption-savings decision
2
Decision
2
Entscheidung
2
Happiness
2
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2
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2
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2
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Blake, David
Crainich, David
Hlouskova, Jaroslava
Vanduffel, Steven
Schenk-Hoppé, Klaus Reiner
3
Schmeiser, Hato
3
Aliprantis, Charalambos D.
2
Bernard, Carole
2
Fortin, Ines
2
Gatzert, Nadine
2
Hens, Thorsten
2
Lin, Yijia
2
Milevsky, Moshe Arye
2
Tsigaris, Panagiotis Demetrios
2
Wenzelburger, Jan
2
Alós-Ferrer, Carlos
1
Ania, Ana B.
1
Barrieu, Pauline
1
Bauer, Daniel
1
Başak, Suleyman
1
Bellamy, Nadine
1
Benita, Francisco
1
Biagini, Sara
1
Bidian, Florin
1
Bikker, Jacob A.
1
Bion-Nadal, Jocelyne
1
Blanchet-Scalliet, Christophette
1
Bommier, Antoine
1
Bonneuil, Noël
1
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Broeders, Dirk W. G. A.
1
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1
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1
Chiu, W. Henry
1
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1
Cox, Samuel H.
1
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Journal of mathematical economics
The journal of risk and insurance : the journal of the American Risk and Insurance Association
Discussion paper / The Pensions Institute, Cass Business School, City University
15
IHS economics series : working paper
9
Reihe Ökonomie
6
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
European journal of operational research : EJOR
4
UBS paper
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Discussion paper / LSE Financial Markets Group
3
Discussion paper in financial economics : FE
3
Discussion paper series / LSE Financial Markets Group
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Quantitative finance
3
Applied financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Journal of banking & finance
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Journal of economic dynamics & control
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LSE Research Online Documents on Economics
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Scandinavian actuarial journal
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Cahiers de recherches économiques
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Decisions in economics and finance : a journal of applied mathematics
1
Diskussionsschriften
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Economics letters
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Finance and stochastics
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Financial analysts' journal : FAJ
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Forthcoming in Quantitative Finance
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IHS working paper
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International tax and public finance
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Journal of econometrics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
6
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6
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date (oldest first)
1
The consumption-investment decision of a prospect theory household : a two-period model with an endogenous second period reference level
Hlouskova, Jaroslava
;
Fortin, Ines
;
Tsigaris, …
- In:
Journal of mathematical economics
85
(
2019
),
pp. 93-108
Persistent link: https://www.econbiz.de/10012311077
Saved in:
2
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
3
The consumption-investment decision of a prospect theory household : a two-period model
Hlouskova, Jaroslava
;
Fortin, Ines
;
Tsigaris, …
- In:
Journal of mathematical economics
70
(
2017
),
pp. 74-89
Persistent link: https://www.econbiz.de/10011826076
Saved in:
4
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
5
Decreasing downside risk aversion and background risk
Crainich, David
;
Eeckhoudt, Louis R.
;
Le Courtois, Olivier
- In:
Journal of mathematical economics
53
(
2014
),
pp. 59-63
Persistent link: https://www.econbiz.de/10011297143
Saved in:
6
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
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