Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Hens, Thorsten
and
Rieger, Marc Oliver
2007.
Financial Economics.
p.
141.
De Giorgi, Enrico G.
Hens, Thorsten
and
Mayer, Janos
2008.
A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle.
SSRN Electronic Journal,
Scaillet, Olivier
and
Topaloglou, Nikolas
2010.
Testing for Stochastic Dominance Efficiency.
Journal of Business & Economic Statistics,
Vol. 28,
Issue. 1,
p.
169.
Jin, Hanqing
Zhang, Song
and
Zhou, Xun Yu
2010.
Behavioral Portfolio Selection with Loss Control.
SSRN Electronic Journal,
Dai, Xianhua
and
Li, Hong
2011.
Optimal Portfolio and Equity Premium Puzzle.
p.
1.
Zhang, Song
Jin, Han Qing
and
Zhou, Xun Yu
2011.
Behavioral portfolio selection with loss control.
Acta Mathematica Sinica, English Series,
Vol. 27,
Issue. 2,
p.
255.
Meier, Pirmin
and
Audrino, Francesco
2012.
Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines.
SSRN Electronic Journal,
Anthonisz, Sean A.
and
Putniņš, Tālis J.
2012.
Asymmetric Liquidity Risks and Asset Pricing.
SSRN Electronic Journal,
Anthonisz, Sean A.
2012.
Asset pricing with partial-moments.
Journal of Banking & Finance,
Vol. 36,
Issue. 7,
p.
2122.
Dranev, Yury
and
Fomkina, Sofya
2013.
Colog Asset Pricing, Evidence from Emerging Markets.
SSRN Electronic Journal,
Guo, Wenjing
2014.
Optimal portfolio choice for an insurer with loss aversion.
Insurance: Mathematics and Economics,
Vol. 58,
Issue. ,
p.
217.
Smimou, K.
2014.
International portfolio choice and political instability risk: A multi-objective approach.
European Journal of Operational Research,
Vol. 234,
Issue. 2,
p.
546.
de Peretti, Christian
Chan, Chia-Ying
Wong, Wing-Keung
and
Siani, Carole
2015.
Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test.
SSRN Electronic Journal,
Boonen, Tim
2015.
Pareto Optima and Competitive Equilibria in Markets with Expected and Dual Utility.
SSRN Electronic Journal,
Boonen, Tim J.
2015.
COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES.
ASTIN Bulletin,
Vol. 45,
Issue. 3,
p.
703.
Hens, Thorsten
and
Rieger, Marc Oliver
2016.
Financial Economics.
p.
93.
Boonen, Tim J.
Tan, Ken Seng
and
Zhuang, Sheng Chao
2016.
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS.
ASTIN Bulletin,
Vol. 46,
Issue. 2,
p.
507.
Hens, Thorsten
and
Rieger, Marc Oliver
2016.
Financial Economics.
p.
139.
Anthonisz, Sean A.
and
Putniņš, Tālis J.
2017.
Asset Pricing with Downside Liquidity Risks.
Management Science,
Vol. 63,
Issue. 8,
p.
2549.
Kolokolova, Olga
Le Courtois, Olivier
and
Xu, Xia
2017.
Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance..
SSRN Electronic Journal ,