Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Birgit Rudloff, Firdevs Ulus
| Year of publication: |
2021
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|---|---|
| Authors: | Rudloff, Birgit ; Ulus, Firdevs |
| Subject: | Utility maximization | Indifference price bounds | Certainty equivalent | Incomplete preferences | Convex vector optimization | Präferenztheorie | Theory of preferences | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility | Mathematische Optimierung | Mathematical programming | Unvollkommener Markt | Incomplete market | Nutzen | Utility | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00282-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500037