The effect of prudence on the optimal allocation in possibilistic and mixed models
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- Irina Georgescu, 2018. "The Effect of Prudence on the Optimal Allocation in Possibilistic and Mixed Models," Mathematics, MDPI, vol. 6(8), pages 1-19, August.
References listed on IDEAS
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Cited by:
- Georgescu Irina & Kinnunen Jani, 2019.
"How the Investor’s Risk Preferences Influence the Optimal Allocation in a Credibilistic Portfolio Problem,"
Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 317-329, August.
- Irina Georgescu & Jani Kinnunen, 2019. "How the investor's risk preferences influence the optimal allocation in a credibilistic portfolio problem," Papers 1901.08986, arXiv.org.
- Irina Georgescu & Louis Aimé Fono, 2019.
"A Portfolio Choice Problem in the Framework of Expected Utility Operators,"
Mathematics, MDPI, vol. 7(8), pages 1-16, July.
- Irina Georgescu & Louis Aim'e Fono, 2019. "A portfolio choice problem in the framework of expected utility operators," Papers 1906.11831, arXiv.org.
- Farzaneh Pourahmadi & Payman Dehghanian, 2018. "A Game-Theoretic Loss Allocation Approach in Power Distribution Systems with High Penetration of Distributed Generations," Mathematics, MDPI, vol. 6(9), pages 1-14, September.
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