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1
The optimal payoff for a Yaari investor
Boudt, Kris
;
Dragun, K.
;
Vanduffel, Steven
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
Saved in:
2
A portfolio return definition coherent with the investors' preferences
Ortobelli Lozza, Sergio
;
Petronio, Filomena
;
Lando, Tommaso
- In:
IMA journal of management mathematics
28
(
2017
)
3
,
pp. 451-466
Persistent link: https://www.econbiz.de/10011774288
Saved in:
3
Loss aversion, survival and asset prices
Easley, David
;
Yang, Liyan
- In:
Journal of economic theory
160
(
2015
),
pp. 494-516
Persistent link: https://www.econbiz.de/10011549545
Saved in:
4
Asset pricing in a pure exchange economy with heterogeneous investors
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012321851
Saved in:
5
Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
Saved in:
6
Portfolio choice and asset prices when preferences are interdependent
Curatola, Giuliano Antonio
- In:
Journal of economic behavior & organization : JEBO
140
(
2017
),
pp. 197-223
Persistent link: https://www.econbiz.de/10011924807
Saved in:
7
The revealed preference of sophisticated investors
Blocher, Jesse
;
Molyboga, Marat
- In:
European financial management : the journal of the …
23
(
2017
)
5
,
pp. 839-872
Persistent link: https://www.econbiz.de/10011865491
Saved in:
8
Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
9
Portfolio optimization and asset pricing implications under returns non-normality concerns
Tédongap, Roméo
;
Tinang, Jules
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
1
,
pp. 47-94
Persistent link: https://www.econbiz.de/10014252536
Saved in:
10
International capital markets with interdependent preferences : theory and empirical evidence
Curatola, Giuliano Antonio
;
Dergunov, Ilya
- In:
Journal of economic behavior & organization : JEBO
212
(
2023
),
pp. 403-421
Persistent link: https://www.econbiz.de/10014472240
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