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181
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
Saved in:
182
Mean-variance utility
Nakamura, Yutaka
- In:
Journal of economic theory
160
(
2015
),
pp. 536-556
Persistent link: https://www.econbiz.de/10011549547
Saved in:
183
Are private banks the better banks? : An insight into the principal-agent structure and risk-taking behavior of German banks
Schmielewski, Frank
;
Wein, Thomas
- In:
Journal of economics and finance
39
(
2015
)
3
,
pp. 518-540
Persistent link: https://www.econbiz.de/10011471135
Saved in:
184
Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
Saved in:
185
Ambiguity attitudes in a large representative sample
Dimmock, Stephen G.
;
Kouwenberg, Roy
;
Wakker, Peter P.
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1363-1380
Persistent link: https://www.econbiz.de/10011487488
Saved in:
186
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
187
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
188
A general optimal investment model in the presence of background risk
Alghalith, Moawia
;
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
Saved in:
189
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011504045
Saved in:
190
Integrated bi-criteria decision support system for portfolio selection
Fulga, Cristinca
- In:
Journal of decision systems
24
(
2015
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10011505799
Saved in:
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