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41
On the properties of high-order non-monetary measures for risks
Courbage, Christophe
;
Loubergé, Henri
;
Rey, Béatrice
- In:
The Geneva risk and insurance review
43
(
2018
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10011884433
Saved in:
42
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
43
An optimization model of retiree decisions under recursive utility with housing
Aydilek, Asiye
;
Aydilek, Harun
- In:
Journal of economics and finance : JEF
44
(
2020
)
2
,
pp. 258-277
Persistent link: https://www.econbiz.de/10012227219
Saved in:
44
Greater mutual aggravation
Ebert, Sebastian
;
Nocetti, Diego
;
Schlesinger, Harris
- In:
Management science : journal of the Institute for …
64
(
2018
)
6
,
pp. 2809-2811
Persistent link: https://www.econbiz.de/10011879029
Saved in:
45
Fund ratings : the method reconsidered
Corradin, Fausto
;
Sartore, Domenico
-
2014
-
First draft
Persistent link: https://www.econbiz.de/10011632156
Saved in:
46
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
Saved in:
47
One-fund separation in incomplete markets with two assets
Won, Dongchul
- In:
Finance research letters
24
(
2018
),
pp. 168-174
Persistent link: https://www.econbiz.de/10011982563
Saved in:
48
Optimal initial capital induced by the optimized certainty equivalent
Arai, Takuji
;
Asano, Takao
;
Nishide, Katsumasa
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011990619
Saved in:
49
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
Delong, Łukasz
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 73-113
Persistent link: https://www.econbiz.de/10011991725
Saved in:
50
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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