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Vink, Wouter; Kuiper, Alex; Kemper, Benjamin; Bhulai, … - In: European journal of operational research : EJOR 240 (2015) 1, pp. 213-219

Persistent link: https://www.econbiz.de/10010491720

Diversification versus optimality : is there really a diversification puzzle?

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A theoretical model of competitive equilibria in the new car market

Abraham, Rebecca; Zikiye, Mark W.; Harrington, Charles - In: Theoretical economics letters 5 (2015) 2, pp. 196-211

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Demand-flow of agents with gross-substitute valuations

Segal-Halevi, Erel; Hassidim, Avinatan; Aumann, Yonatan - In: Operations research letters 44 (2016) 6, pp. 757-760

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Remarks on Afriat's theorem and the Monge-Kantorovich problem

Kolesnikov, Alexander V.; Kudryavtseva, Olga V.; … - In: Journal of mathematical economics 49 (2013) 6, pp. 501-505

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An empirical examination of multiple objective risk attitudes

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Optimal option portfolio hedging strategy with non-Gaussian fluctuations

Hamdi, Haykel; Majdoub, Jihed - In: International journal of entrepreneurship and small … 39 (2020) 1/2, pp. 27-42

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Cyber risk management: an actuarial point of view

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Pricing for large positions in contingent claims

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A general framework for portfolio theory : part I: theory and various models

Maier-Paape, Stanislaus; Zhu, Qiji Jim - In: Risks : open access journal 6 (2018) 2, pp. 1-35

Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and risk. This is a rather general pattern....

Persistent link: https://www.econbiz.de/10011867378