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Keyword [S-shaped Utility]
Result: 1 - 5 | Page: 1 of 1
1.
Test Statistics For Prospect And Markowitz Stochastic Dominances With Applications
2.
The Application Of Backward Stochastic Differential Equations In Optimization Problems Of Economics And Finance
3.
Optimization And Research Of Asset Investment Strategy Considering Transaction Cost Under Cumulative Prospect Theory
4.
Non-concave Utility Portfolio Optimization And Robust Risk Aggregation
5.
Optimal Reinsurance And Investment Problem For Insurers With Loss Aversion
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