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Erwartungsnutzen
12
Expected utility
12
Theorie
7
Theory
7
Portfolio selection
5
Portfolio-Management
5
Risikoaversion
5
Risk aversion
5
CAPM
3
Decision under risk
3
Entscheidung unter Risiko
3
Risiko
3
Risk
3
Capital income
2
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2
Entscheidung unter Unsicherheit
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Kapitaleinkommen
2
Probability theory
2
Risikoprämie
2
Risk premium
2
Stochastic process
2
Stochastischer Prozess
2
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2
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1
ARCH-Modell
1
Affine GARCH models
1
Almost stochastic dominance
1
Ambiguity
1
Ambiguity aversion
1
Aspiration level
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CPPI strategy
1
Control theory
1
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Decision
1
Dynamic portfolio optimization
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Economic index of riskiness
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Efficient frontier
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12
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Escobar, Marcos
2
Bakó, Barna
1
Cheng, Yuyang
1
Christodoulakis, George A.
1
Danthine, Jean-Pierre
1
Donaldson, John B.
1
Dutta, Sumanjay
1
Ehsani, Sina
1
Garcia, René
1
Giannikos, Christos
1
Guirguis, Hany S.
1
Guo, Xu
1
Iwaki, Hideki
1
Jain, Shashi
1
Lien, Da-hsiang Donald
1
Neszveda, Gábor
1
Osaki, Yusuke
1
Peel, David
1
Renault, Eric
1
Ruan, Xinfeng
1
Semenov, Andrei
1
Spies, Ben
1
Won, Dongchul
1
Wong, Wing Keung
1
Zagst, Rudi
1
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1
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Finance research letters
Journal of economic theory
117
Theory and decision : an international journal for multidisciplinary advances in decision science
115
Journal of risk and uncertainty : JRU
100
Journal of mathematical economics
96
Economic theory : official journal of the Society for the Advancement of Economic Theory
86
Economics letters
76
Games and economic behavior
55
Theory and Decision
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of economic behavior & organization : JEBO
36
Economic Theory
35
Journal of Risk and Uncertainty
35
Mathematical social sciences
34
Insurance / Mathematics & economics
32
Working paper
30
MPRA Paper
28
Social choice and welfare
25
CESifo working papers
24
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
24
European journal of operational research : EJOR
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Management Science
21
Working papers / Penn Institute for Economic Research
21
Experimental economics : a journal of the Economic Science Association
20
Working Paper
20
Working paper / National Bureau of Economic Research, Inc.
20
Economic theory
18
Post-Print / HAL
18
Discussion paper series / University of Heidelberg, Department of Economics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Working Papers / HAL
17
Discussion paper
16
Discussion paper / Tinbergen Institute
16
NBER working paper series
16
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
16
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
15
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
15
Journal of Mathematical Economics
15
Research paper series / Swiss Finance Institute
15
The economic journal : the journal of the Royal Economic Society
15
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ECONIS (ZBW)
12
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1
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
2
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
3
An aspirational perspective on the negative risk-return relationship
Bakó, Barna
;
Neszveda, Gábor
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490692
Saved in:
4
Shrinkage and thresholding approaches for
expected
utility
portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
5
Ambiguity on uncertainty and the equity premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485497
Saved in:
6
Almost stochastic dominance for risk averters and risk seeker
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Finance research letters
19
(
2016
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
Saved in:
7
One-fund separation in incomplete markets with two assets
Won, Dongchul
- In:
Finance research letters
24
(
2018
),
pp. 168-174
Persistent link: https://www.econbiz.de/10011982563
Saved in:
8
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
9
Some properties of subjective probabilities induced by optimal expectations
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Finance research letters
7
(
2010
)
2
,
pp. 98-102
Persistent link: https://www.econbiz.de/10009272768
Saved in:
10
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
Saved in:
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