Model performance measures for expected utility maximizing investors
Year of publication: |
2003
|
---|---|
Authors: | Friedman, Craig ; Sandow, Sven |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 4, p. 355-401
|
Subject: | Erwartungsnutzen | Expected utility | Wahrscheinlichkeitsrechnung | Probability theory | Entropie | Entropy | Theorie | Theory |
-
Å trumbelj, Erik, (2016)
-
Utility functions on ordered spaces : Mini-Conference, Trieste, 16 - 18 July 1998
(1999)
-
Relevanz von Information in konditionalen Entscheidungsmodellen
Reucher, Elmar, (2002)
- More ...
-
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS
HUANG, JINGGANG, (2006)
-
Utility functions that lead to the likelihood ratio as a relative model performance measure
Friedman, Craig, (2006)
-
Economy-wide bond default rates: A maximum expected utility approach
Sandow, Sven, (2006)
- More ...