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Erwartungsnutzen
3
Expected utility
3
Theorie
3
Theory
3
Nutzen
2
Portfolio selection
2
Portfolio-Management
2
Utility
2
4/2 stochastic volatility model
1
Ambiguous equicorrelation
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Anlageverhalten
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Behavioural finance
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Certainty equivalence
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Characteristic function
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Expected utility maximization
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Expected utility theory
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G-expectation
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Hamilton-Jacobi-Bellman-Isaacs equation
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Mathematical programming
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Mathematische Optimierung
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Multivariate utility
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Nutzenfunktion
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Portfolio allocation
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Probability theory
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Risiko
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Risikoaversion
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Risk
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Risk aversion
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Stochastic co-volatility movements
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Stochastic covariance process
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Stochastic process
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Stochastischer Prozess
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System of polynomial equations
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Utility function
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Verification theorem
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Vermögen
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Volatility
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Cheng, Yuyang
1
Escobar, Marcos
1
Grant, Andrew
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Pun, Chi Seng
1
Satchell, Stephen
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Quantitative finance
Journal of economic theory
115
Theory and decision : an international journal for multidisciplinary advances in decision science
114
Journal of risk and uncertainty : JRU
100
Journal of mathematical economics
93
Economic theory : official journal of the Society for the Advancement of Economic Theory
86
Economics letters
76
Games and economic behavior
53
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
Mathematical social sciences
34
Insurance / Mathematics & economics
31
Working paper
30
Social choice and welfare
25
CESifo working papers
24
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
European journal of operational research : EJOR
21
Experimental economics : a journal of the Economic Science Association
20
Working paper / National Bureau of Economic Research, Inc.
20
Working papers / Penn Institute for Economic Research
19
Economic theory
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Discussion paper
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
Discussion paper / Tinbergen Institute
15
Europäische Hochschulschriften / 5
15
Research paper series / Swiss Finance Institute
15
The economic journal : the journal of the Royal Economic Society
15
Working papers / Department of Economics, The Johns Hopkins University
15
Discussion paper series / University of Heidelberg, Department of Economics
14
SpringerLink / Bücher
14
The American economic review
14
Theoretical economics : TE ; an open access journal in economic theory
14
American journal of agricultural economics
13
Discussion paper / Centre for Economic Policy Research
13
Journal of economic psychology : research in economic psychology and behavioral economics
13
Mathematics and financial economics
13
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ECONIS (ZBW)
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A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
2
G-expected utility maximization with ambiguous equicorrelation
Pun, Chi Seng
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10012483830
Saved in:
3
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
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