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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Portfolio selection"
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Capital income
Portfolio selection
Risk aversion
70
Risikoaversion
69
Theorie
44
Theory
44
Portfolio-Management
26
Risiko
26
Risk
26
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12
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12
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11
Entscheidung unter Unsicherheit
11
Loss aversion
11
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11
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Expected utility
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Finanzmathematik
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Anlageverhalten
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Behavioural finance
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Prospect Theory
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5
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5
Actuarial mathematics
4
Loss
4
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Portfolio choice
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Li, Zhongfei
3
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3
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2
Wong, Hoi Ying
2
Badaoui, Mohamed
1
Belles-Sampera, Jaume
1
Bi, Junna
1
Bilsen, Servaas van
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Insurance / Mathematics & economics
Quantitative finance
Management science : journal of the Institute for Operations Research and the Management Sciences
23
NBER working paper series
23
European journal of operational research : EJOR
21
NBER Working Paper
18
Finance research letters
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of banking & finance
16
Research paper series / Swiss Finance Institute
15
International review of economics & finance : IREF
14
Journal of economic dynamics & control
14
Journal of financial economics
13
Economics letters
12
The review of financial studies
12
Applied economics letters
11
Journal of economic theory
11
Journal of empirical finance
11
Journal of mathematical economics
11
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10
Swiss Finance Institute Research Paper
10
International journal of theoretical and applied finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
Finance : revue de l'Association Française de Finance
7
Finance and stochastics
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical methods of operations research
7
Mathematics and financial economics
7
CESifo working papers
6
Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
2
Mean-variance portfolio selection with non-negative state-dependent
risk
aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
3
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
4
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
5
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
6
Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
Saved in:
7
Return smoothing in life insurance from a client perspective
Ruß, Jochen
;
Schelling, Stefan
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10012793912
Saved in:
8
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
9
Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
Saved in:
10
The participation puzzle with reference-dependent expected utility preferences
Wang, Jianli
;
Liu, Liqun
;
Neilson, William
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 278-287
Persistent link: https://www.econbiz.de/10012294134
Saved in:
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