Linear cumulative prospect theory with applications to portfolio selection and insurance demand Ulrich SchmidtHorst Zank OriginalPaper Pages: 1 - 18
The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later Flavio PressaccoPaolo Serafini OriginalPaper Open access Pages: 19 - 49
Core equivalence theorem: countably many types of agents and commodities in \(\vec{L}^{1}(\mu)\) Anna Martellotti OriginalPaper Pages: 51 - 70
Shortfall risk minimization in a discrete regime switching model Gerard Awanou OriginalPaper Pages: 71 - 78