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Erwartungsnutzen
13
Expected utility
13
Theorie
12
Theory
12
Nutzenfunktion
7
Portfolio selection
7
Portfolio-Management
7
Utility function
7
Risikoaversion
5
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Incomplete market
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Risiko
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Risk
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Unvollkommener Markt
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Ambiguity
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CAPM
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Mathematical programming
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Nutzen
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Utility
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Utility maximization
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Bid-ask spread
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Certainty equivalent
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Choquet integral
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Cost-efficiency
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Dynamische Optimierung
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Geld-Brief-Spanne
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Knightian uncertainty
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Martingale method
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Non-additive probability
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Nonlinear pricing
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Nutzentheorie
2
Option pricing theory
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Optionspreistheorie
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Payoff distributional pricing
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Additive
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English
19
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Ghossoub, Mario
2
Malamud, Semyon
2
Trubowitz, Eugene
2
Beiglböck, Mathias
1
Branger, Nicole
1
Chamorro, Arritokieta
1
Chen, An
1
Collin-Dufresne, Pierre
1
Davis, Mark H. A.
1
Garlappi, Lorenzo
1
Hugonnier, Julien
1
Junca, Mauricio
1
Kassberger, Stefan
1
Klibanoff, Peter
1
Kraft, Holger
1
Lichtenstern, Andreas
1
Liebmann, Thomas
1
Mahayni, Antje
1
Muhle-Karbe, Johannes
1
Mukerji, Sujoy
1
Nguyen, Thai
1
Pennanen, Teemu
1
Perkkiö, Ari-Pekka
1
Pirvu, Traian A.
1
Rudloff, Birgit
1
Rásonyi, Miklós
1
Schulze, Klaas
1
Seifried, Frank Thomas
1
Seo, Kyoungwon
1
Serrano, Rafael
1
Shevchenko, Pavel V.
1
Silva, Francisco J.
1
Skoulakis, Georgios
1
Temme, Johannes
1
Ulus, Firdevs
1
Usategui, José María
1
Veraguas, Julio Backhoff
1
Wüthrich, Mario V.
1
Yoshikawa, Daisuke
1
Zagst, Rudi
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Mathematics and financial economics
Journal of economic theory
153
Journal of mathematical economics
142
Theory and decision : an international journal for multidisciplinary advances in decision science
127
Economic theory : official journal of the Society for the Advancement of Economic Theory
126
Economics letters
118
Journal of risk and uncertainty : JRU
112
Games and economic behavior
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Mathematical social sciences
52
Journal of economic behavior & organization : JEBO
47
Social choice and welfare
44
European journal of operational research : EJOR
43
Working paper / National Bureau of Economic Research, Inc.
42
Insurance / Mathematics & economics
37
NBER working paper series
37
Working paper
37
CESifo working papers
34
MPRA Paper
32
NBER Working Paper
29
Discussion paper / Centre for Economic Policy Research
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
26
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
25
Discussion paper series / IZA
24
International economic review
22
Experimental economics : a journal of the Economic Science Association
21
Finance and stochastics
21
Discussion paper
20
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
20
Discussion paper / Tinbergen Institute
20
The American economic review
20
Working papers / Penn Institute for Economic Research
20
Applied economics
19
Cowles Foundation discussion paper
19
Discussion paper / University of British Columbia, Department of Economics
19
The economic journal : the journal of the Royal Economic Society
19
American journal of agricultural economics
18
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1
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
2
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
3
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
Saved in:
4
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
5
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
Saved in:
6
Symmetry axioms and perceived ambiguity
Klibanoff, Peter
;
Mukerji, Sujoy
;
Seo, Kyoungwon
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011963283
Saved in:
7
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
Saved in:
8
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Veraguas, Julio Backhoff
;
Silva, Francisco J.
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10011963865
Saved in:
9
Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
Chamorro, Arritokieta
;
Usategui, José María
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 475-493
Persistent link: https://www.econbiz.de/10011963874
Saved in:
10
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
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