Narrow search
Showing 1 - 10 of 1,187
Cover Image
Variance stochastic orders
Gollier, Christian - In: Journal of mathematical economics 80 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Cover Image
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Cover Image
Allocative downside risk aversion
Watt, Richard; Vazquez, Francisco J. - In: International journal of economic theory 9 (2013) 4, pp. 267-277
Persistent link: https://www.econbiz.de/10010228376
Cover Image
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey M. - 2009
This paper points out the importance of Stochastic Dominance (SD) efficient sets being convex. We reviewclassic convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of assets and generalize them in the following aspects. First,...
Persistent link: https://www.econbiz.de/10011379506
Cover Image
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Cover Image
Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa; Gherman, Mircea-Cristian; … - In: The journal of applied business research 30 (2014) 5, pp. 1449-1456
Persistent link: https://www.econbiz.de/10010470517
Cover Image
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Cover Image
What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui; Tsang, Chun Kei; Wagner, Niklas F.; Wong, … - In: Emerging markets, finance and trade : EMFT 59 (2023) 5, pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
Cover Image
Optimal self-protection in two periods : on the role of endogenous saving
Peter, Richard - In: Journal of economic behavior & organization : JEBO 137 (2017), pp. 19-36
Persistent link: https://www.econbiz.de/10011752205
Cover Image
Risk and choice : a research saga
Gollier, Christian; Hammitt, James K.; Treich, Nicolas - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 129-145
Persistent link: https://www.econbiz.de/10010222381