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Co-monotonicity of optimal investments and the design of structured financial products

Rieger, Marc Oliver - In: Finance and stochastics 15 (2011) 1, pp. 27-55

Persistent link: https://www.econbiz.de/10008824136

Co-monotonicity of optimal investments and the design of structured financial products

Rieger, Marc Oliver (contributor) - 2007

Persistent link: https://www.econbiz.de/10003550860

Optimal financial investments for non-concave utility functions

Rieger, Marc Oliver - In: Economics letters 114 (2012) 3, pp. 239-240

Persistent link: https://www.econbiz.de/10009550809

Why do investors buy bad financial products? : probability misestimation and preferences in financial investment decision

Rieger, Marc Oliver - In: The journal of behavioral finance : a publication of … 13 (2012) 2, pp. 108-118

Persistent link: https://www.econbiz.de/10009616409

Characterization of acceptance sets for co-monotone risk measures

Rieger, Marc Oliver - In: Insurance / Mathematics & economics 74 (2017), pp. 147-152

Persistent link: https://www.econbiz.de/10011712430

Optimal Financial Investments for Non-Concave Utility Functions

Rieger, Marc Oliver - 2011

We prove a formula for the computation of optimal financial investments in an expected utility framework with arbitrary (not necessarily concave) utility functions. This extends classical results on optimal financial investments for strictly concave utility functions and is of importance...

Persistent link: https://www.econbiz.de/10013121459