Similar Search Results

Coupled constraint nash equilibria in environmental games

Krawczyk, Jacek B. - In: Resource and energy economics 27 (2005) 2, pp. 157-181

Persistent link: https://www.econbiz.de/10002866923

Numerical solutions to lump-sum pension fund problems that can yield left-skewed fund return distributions

Krawczyk, Jacek B. - In: Optimal control and dynamic games : applications in …, (pp. 155-176). 2005

Persistent link: https://www.econbiz.de/10003108051

Management of effluent discharges : a dynamic game model

Krawczyk, Jacek B. - 1994

Persistent link: https://www.econbiz.de/10000919649

Delivering left-skewed portfolio payoff distributions in the presence of transaction costs

Krawczyk, Jacek B. - In: Risks 3 (2015) 3, pp. 318-337

For pension-savers, a low payoff is a financial disaster. Such investors will most likely prefer left-skewed payoff distributions over right-skewed payoff distributions. We explore how such distributions can be delivered. Cautious-relaxed utility measures are cautious in ensuring that payoffs...

Persistent link: https://www.econbiz.de/10011709530