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Portfolio selection and duality under mean variance preferences
Eichner, Thomas - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 146-152
Persistent link: https://www.econbiz.de/10008839744
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Portfolio choice under cumulative prospect theory : an analytical treatment
He, Xue Dong; Zhou, Xun Yu - In: Management science : journal of the Institute for … 57 (2011) 2, pp. 315-331
Persistent link: https://www.econbiz.de/10008901440
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Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
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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
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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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Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
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Portfolio choice and life insurance : the CRRA case
Huang, Huaxiong; Milevsky, Moshe Arye; Wang, Jin - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 847-872
Persistent link: https://www.econbiz.de/10003790351
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Standardized versus customized portfolio : a compensating variation approach
Palma, André de; Prigent, Jean-Luc - 2009
Persistent link: https://www.econbiz.de/10003811687
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Risk management of pensions from the perspective of loss aversion
Binswanger, Johannes - In: Journal of public economics 91 (2007) 3/4, pp. 641-667
Persistent link: https://www.econbiz.de/10003428549
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Wachstumsorientierte Bewertung von Derivaten
Ott, Andreas - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003408677