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~person:"Blake, David"
~person:"Vanduffel, Steven"
~subject:"Law-invariant preferences"
~subject:"Risikoaversion"
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Law-invariant preferences
Risikoaversion
Portfolio selection
94
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30
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Blake, David
Vanduffel, Steven
Hlouskova, Jaroslava
21
Fortin, Ines
14
Wong, Wing Keung
13
Tsigaris, Panagiotis Demetrios
12
Gollier, Christian
11
Kouwenberg, Roy
11
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10
Dimmock, Stephen G.
9
Eeckhoudt, Louis R.
9
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8
Escobar, Marcos
8
Laeven, Roger J. A.
8
Peijnenburg, Kim
8
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8
Viceira, Luis M.
8
Barasinska, Nataliya
7
Broner, Fernando
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Uppal, Raman
7
Ehling, Paul
6
Liu, Hening
6
Liu, Jun
6
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Mukerji, Sujoy
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Six, Pierre
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5
Craig, Ben R.
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1
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
2
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
3
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537381
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
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
Saved in:
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