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Symmetry and order in the portfolio allocation problem
Lapan, Harvey E.; Hennessy, David A. - In: Economic theory : official journal of the Society for … 19 (2002) 4, pp. 747-772
Persistent link: https://www.econbiz.de/10001667707
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Risk and risk aversion when states of nature matter
Werner, Jan - In: Economic theory : official journal of the Society for … 41 (2009) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10003874064
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Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
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Economic indices of absolute and relative riskiness
Schreiber, Amnon - In: Economic theory : official journal of the Society for … 56 (2014) 2, pp. 309-331
Persistent link: https://www.econbiz.de/10010362157
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Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin; Meng, Hui; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
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Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias; Sun, Chaofan - In: Insurance / Mathematics & economics 93 (2020), pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan - In: Insurance / Mathematics & economics 83 (2018), pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
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Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui; Xu, Zuo Quan - In: Insurance / Mathematics & economics 110 (2023), pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
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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