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Ruin probabilities
Asmussen, Søren; Albrecher, Hansjörg - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10008760401
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
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Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models
Phillips, Herbert E. - In: International review of financial analysis 2 (1993) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10001162880
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Bayesian inference and portfolio efficiency
Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000913805
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Almost stochastic dominance for most risk-averse decision makers
Luo, Chunling; Tan, Chin Hon - In: Decision analysis : a journal of the Institute for … 17 (2020) 2, pp. 169-184
Persistent link: https://www.econbiz.de/10012249957
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Alternative utility functions : review, analysis and comparison
Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811
Persistent link: https://www.econbiz.de/10012038397
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Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell : eine Übersicht
Alt, Raimund - 1994
Persistent link: https://www.econbiz.de/10000885884
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Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.; Huang, Xin - 1991
Persistent link: https://www.econbiz.de/10000842026
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Portfolio rankings with skewness and kurtosis
Di Pierro, Massimo; Mosevich, J. - In: Computational finance and its applications III : …, (pp. 109-117). 2008
Persistent link: https://www.econbiz.de/10003713279