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Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
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Interval portfolio selection models within the framework of uncertainty theory
Li, Xiang; Qin, Zhongfeng - In: Economic modelling 41 (2014), pp. 338-344
Persistent link: https://www.econbiz.de/10010440727
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Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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Evaluating monetary policy rules under fundamental uncertainty : an info-gap approach
Ben-Haim, Yakov; Demertzis, Maria; End, Jan-Willem van den - In: Economic modelling 73 (2018), pp. 55-70
Persistent link: https://www.econbiz.de/10012100500
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Inflation contract, central bank transparency and model uncertainty
Dai, Meixing; Spyromitros, Eleftherios - In: Economic modelling 29 (2012) 6, pp. 2371-2381
Persistent link: https://www.econbiz.de/10009673722
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Portfolio Insurance reloaded : Erfolge der Constant-Proportion-Portfolio-Insurance
Hohmann, Ralf - 2018
Dieses essential gibt einen Überblick zu aktuellen Erscheinungsformen der Portfolio Insurance sowie zur Anwendbarkeit der Constant-Proportion-Portfolio-Insurance mit vielfältigen Finanztiteln auf unterschiedlichen Geld- und Kapitalmärkten. Die empirische Untersuchung mit historischen Daten...
Persistent link: https://www.econbiz.de/10014019896
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Optimal portfolio positioning under ambiguity
Ben Ameur, H.; Prigent, Jean-Luc - In: Economic modelling 34 (2013), pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim - 2016 - 3rd ed. 2016
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Distributions -- Almost Stochastic Dominance (ASD) -- Stochastic Dominance and Risk Measures -- Stochastic Dominance and … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …
Persistent link: https://www.econbiz.de/10014017858
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim (contributor) - 2006 - Second Edition
prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …
Persistent link: https://www.econbiz.de/10013520424