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subject:"Portfolio selection"
isPartOf:"Journal of economic theory"
~isPartOf:"Annals of finance"
~subject:"Expected utility"
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Portfolio selection
Expected utility
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294
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271
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241
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ECONIS (ZBW)
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1
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
2
Testing negative value of information and ambiguity aversion
Kops, Jan Christopher
;
Pasichnichenko, Illia
- In:
Journal of economic theory
213
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014472172
Saved in:
3
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
4
Maxmin expected utility in Savage's framework
Borie, Dino
- In:
Journal of economic theory
210
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014422597
Saved in:
5
Ambiguous information and dilation : an experiment
Shishkin, Denis
;
Ortoleva, Pietro
- In:
Journal of economic theory
208
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014390608
Saved in:
6
A test of (weak) certainty independence
König-Kersting, Christian
;
Kops, Jan Christopher
; …
- In:
Journal of economic theory
209
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014371728
Saved in:
7
A lot of ambiguity
Safra, Zvi
;
Segal, Uzi
- In:
Journal of economic theory
200
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013192708
Saved in:
8
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
Saved in:
9
Bayes and Hurwicz without Bernoulli
Grant, Simon
;
Rich, Patricia
;
Stecher, Jack Douglas
- In:
Journal of economic theory
199
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013193300
Saved in:
10
Foundations of ambiguity models under symmetry : α-MEU and smooth ambiguity
Klibanoff, Peter
;
Mukerji, Sujoy
;
Seo, Kyoungwon
; …
- In:
Journal of economic theory
199
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013193344
Saved in:
11
Ignorance, pervasive uncertainty and household finance
Luo, Yulei
;
Nie, Jun
;
Wang, Haijun
- In:
Journal of economic theory
199
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013193347
Saved in:
12
Updating confidence in beliefs
Hill, Brian
- In:
Journal of economic theory
199
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013193372
Saved in:
13
Comparing ambiguous urns with different sizes
Filiz-Ozbay, Emel
;
Gulen, Huseyin
;
Masatlioglu, Yusufcan
; …
- In:
Journal of economic theory
199
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013193375
Saved in:
14
Ambiguity under growing awareness
Dominiak, Adam
;
Tserenjigmid, Gerelt
- In:
Journal of economic theory
199
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013193382
Saved in:
15
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
16
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
17
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
18
Disentangling strict and weak choice in random expected utility models
Piermont, Evan
- In:
Journal of economic theory
202
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013373433
Saved in:
19
Portfolio concentration, portfolio inertia, and ambiguous correlation
Jiang, Julia
;
Liu, Jun
;
Tian, Weidong
;
Zeng, Xudong
- In:
Journal of economic theory
203
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013374964
Saved in:
20
Biased learning under ambiguous information
Chen, Jaden Yang
- In:
Journal of economic theory
203
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013374966
Saved in:
21
On the management of population immunity
Toxvaerd, Flavio
;
Rowthorn, Bob
- In:
Journal of economic theory
204
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013473604
Saved in:
22
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
23
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
24
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
25
Evaluating ambiguous random variables from Choquet to maxmin expected utility
Gul, Faruk
;
Pesendorfer, Wolfgang
- In:
Journal of economic theory
192
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012805375
Saved in:
26
Cross-ownership and portfolio choice
Galeotti, Andrea
;
Ghiglino, Christian
- In:
Journal of economic theory
192
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012805417
Saved in:
27
The Shapley value decomposition of optimal portfolios
Shalit, Haim
- In:
Annals of finance
17
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
Saved in:
28
Belief hedges : measuring ambiguity for all events and all models
Baillon, Aurélien
;
Bleichrodt, Han
;
Li, Chen
;
Wakker, …
- In:
Journal of economic theory
198
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012818813
Saved in:
29
Uncertainty from the small to the large
Qiu, Wenfeng
;
Ahn, David S.
- In:
Journal of economic theory
198
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012818845
Saved in:
30
Belief-averaging and relative utilitarianism
Brandl, Florian
- In:
Journal of economic theory
198
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012818848
Saved in:
31
Decision-making with partial information
Eichberger, Jürgen
;
Pasichnichenko, Illia
- In:
Journal of economic theory
198
(
2021
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012818852
Saved in:
32
On modifications of the Bachelier model
Melʹnikov, Aleksandr V.
;
Wan, Hongxi
- In:
Annals of finance
17
(
2021
)
2
,
pp. 187-214
Persistent link: https://www.econbiz.de/10012585516
Saved in:
33
Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
34
A theoretical foundation of ambiguity measurement
Izhakian, Yehuda
- In:
Journal of economic theory
187
(
2020
),
pp. 1-43
Persistent link: https://www.econbiz.de/10012415927
Saved in:
35
Calibrated uncertainty
Gul, Faruk
;
Pesendorfer, Wolfgang
- In:
Journal of economic theory
188
(
2020
),
pp. 1-40
Persistent link: https://www.econbiz.de/10012424320
Saved in:
36
A general theory of subjective mixtures
Ghirardato, Paolo
;
Pennesi, Daniele
- In:
Journal of economic theory
188
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012424335
Saved in:
37
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
38
Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin
;
Zastawniak, Tomasz
- In:
Annals of finance
16
(
2020
)
3
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
Saved in:
39
Relative growth optimal strategies in an asset market game
Drokin, Yaroslav
;
Zhitlukhin, M. V.
- In:
Annals of finance
16
(
2020
)
4
,
pp. 529-546
Persistent link: https://www.econbiz.de/10012496426
Saved in:
40
Leakage of rank-dependent functionally generated trading strategies
Xie, Kangjianan
- In:
Annals of finance
16
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012496438
Saved in:
41
Tournament rewards and heavy tails
Drugov, Mikhail
;
Ryvkin, Dmitry
- In:
Journal of economic theory
190
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012547196
Saved in:
42
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander
- In:
Journal of economic theory
183
(
2019
),
pp. 312-343
Persistent link: https://www.econbiz.de/10012131342
Saved in:
43
Survival in speculative markets
Dindo, Pietro
- In:
Journal of economic theory
181
(
2019
),
pp. 1-43
Persistent link: https://www.econbiz.de/10012131694
Saved in:
44
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston
;
Perera, Sandun
- In:
Annals of finance
15
(
2019
)
3
,
pp. 337-368
Persistent link: https://www.econbiz.de/10012240136
Saved in:
45
Relative performance concerns among investment managers
Whitmeyer, Mark
- In:
Annals of finance
15
(
2019
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10012058222
Saved in:
46
A behavioral definition of unforeseen contingencies
Kochov, Asen
- In:
Journal of economic theory
175
(
2018
),
pp. 265-290
Persistent link: https://www.econbiz.de/10011980624
Saved in:
47
Asset bundling and information acquisition of investors with different expertise
Dai, Liang
- In:
Journal of economic theory
175
(
2018
),
pp. 447-490
Persistent link: https://www.econbiz.de/10011980705
Saved in:
48
Savage's theorem under changing awareness
Dietrich, Franz
- In:
Journal of economic theory
176
(
2018
),
pp. 1-54
Persistent link: https://www.econbiz.de/10011980823
Saved in:
49
A theory of intermediated investment with hyperbolic discounting investors
Gao, Feng
;
He, Alex Xi
;
He, Ping
- In:
Journal of economic theory
177
(
2018
),
pp. 70-100
Persistent link: https://www.econbiz.de/10012025683
Saved in:
50
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
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