Works matching IS 09601627 AND DT 2024 AND VI 34 AND IP 3

Results: 9

Time‐inconsistent contract theory.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 1022, doi. 10.1111/mafi.12426

By:

Hernández, Camilo;
Possamaï, Dylan

Publication type:

Article

Quantifying dimensional change in stochastic portfolio theory.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 977, doi. 10.1111/mafi.12425

By:

Bayraktar, Erhan;
Kim, Donghan;
Tilva, Abhishek

Publication type:

Article

Reference dependence and endogenous anchors.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 925, doi. 10.1111/mafi.12421

By:

Guasoni, Paolo;
Meireles‐Rodrigues, Andrea

Publication type:

Article

Risk Budgeting portfolios: Existence and computation.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 896, doi. 10.1111/mafi.12419

By:

Cetingoz, Adil Rengim;
Fermanian, Jean‐David;
Guéant, Olivier

Publication type:

Article

Arbitrage theory in a market of stochastic dimension.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 847, doi. 10.1111/mafi.12418

By:

Bayraktar, Erhan;
Kim, Donghan;
Tilva, Abhishek

Publication type:

Article

Risk concentration and the mean‐expected shortfall criterion.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 819, doi. 10.1111/mafi.12417

By:

Han, Xia;
Wang, Bin;
Wang, Ruodu;
Wu, Qinyu

Publication type:

Article

Robust distortion risk measures.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 774, doi. 10.1111/mafi.12414

By:

Bernard, Carole;
Pesenti, Silvana M.;
Vanduffel, Steven

Publication type:

Article

Insurance–finance arbitrage.

Published in:

Mathematical Finance, 2024, v. 34, n. 3, p. 739, doi. 10.1111/mafi.12412

By:

Artzner, Philippe;
Eisele, Karl‐Theodor;
Schmidt, Thorsten

Publication type:

Article

Issue Information.

Published in:: Mathematical Finance, 2024, v. 34, n. 3, p. 737, doi. 10.1111/mafi.12399
Publication type:: Article