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Weak dependence of CRRA on standard deviation in the case of truncated normal distribution of returns
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011636658
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Health and portfolio choices : a diffidence approach
Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: European journal of operational research : EJOR 259 (2017) 1, pp. 273-279
Persistent link: https://www.econbiz.de/10011644979
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Ambiguity and optimal portfolio choice with Value-at-Risk constraint
Jang, Bong-Gyu; Park, Seyoung - In: Finance research letters 18 (2016), pp. 158-176
Persistent link: https://www.econbiz.de/10011656986
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Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015
Persistent link: https://www.econbiz.de/10010515948
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Production and inventory planning under decreasing absolute risk aversion : a unified approach for sensitivity analysis
Seshadri, Sridhar; Wu, Qi - In: Risk and decision analysis 5 (2014) 1, pp. 63-73
Persistent link: https://www.econbiz.de/10010492581
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Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
Wakai, Katsutoshi - In: Economics letters 124 (2014) 2, pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
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On the shape of risk aversion and asset allocation
Six, Pierre - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
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Are people risk vulnerable?
Beaud, Mickael; Willinger, Marc - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 624-636
Persistent link: https://www.econbiz.de/10010505824