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~person:"Blavatskyy, Pavlo R."
~person:"Eeckhoudt, Louis R."
~person:"Escobar, Marcos"
~person:"Mukerji, Sujoy"
~person:"Schipper, Burkhard"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject:"Expected utility"
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Stochastischer Prozess
Erwartungsnutzen
46
Expected utility
46
Theorie
36
Theory
36
Risikoaversion
21
Risk aversion
21
Decision under uncertainty
15
Entscheidung unter Unsicherheit
15
Portfolio selection
14
Portfolio-Management
14
Experiment
12
Decision under risk
9
Entscheidung unter Risiko
9
Expected utility theory
8
Stochastic process
8
Nutzen
7
Risiko
7
Risk
7
Utility
7
Decision theory
5
Entscheidungstheorie
5
Erwartungsbildung
5
Expectation formation
5
Risikopräferenz
5
Risk attitude
5
Gambling
4
Glücksspiel
4
Nutzentheorie
4
Probability theory
4
Utility theory
4
Volatility
4
Volatilität
4
Wahrscheinlichkeitsrechnung
4
ARCH model
3
ARCH-Modell
3
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3
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3
Dynamic portfolio optimization
3
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3
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3
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3
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English
8
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Blavatskyy, Pavlo R.
Eeckhoudt, Louis R.
Escobar, Marcos
Mukerji, Sujoy
Schipper, Burkhard
Guo, Xu
5
Wong, Wing Keung
4
Zhu, Lixing
3
Cheng, Yuyang
2
Fang, Yi
2
Monet, Benjamin
2
Post, Thierry
2
Ryan, Matthew Joseph
2
Tan, Chin Hon
2
Vergopoulos, Vassilios
2
Zhu, Yichen
2
Alghalith, Moawia
1
Armbruster, Benjamin
1
Barigou, Karim
1
Bouveret, Géraldine
1
Ceron, Federica
1
Chan, Raymond H.
1
Christensen, Morten Mosegaard
1
Clark, Ephraim
1
Dagsvik, John K.
1
Davison, Matt
1
Delage, Erick
1
Denuit, Michel
1
Deshpande, Amol
1
Dessouky, Maged
1
Doğan, Serhat
1
Draper, David
1
Durrell, Fernando J.
1
Elliott, Robert J.
1
Empel, Giovanni van
1
Escudero, Laureano F.
1
Fan, Weili
1
Fouskakis, Dimitris
1
Fu, Lunce
1
Gauchon, Romain
1
Grabisch, Michel
1
Hardoroudi, Nasim Dehghan
1
Haskell, William B.
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Computational economics
1
Finance research letters
1
Journal of applied econometrics
1
Journal of mathematical economics
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Risks : open access journal
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Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
8
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1
The SEV-SV model : applications in portfolio optimization
Escobar, Marcos
;
Fan, Weili
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-34
within
expected
utility
theory (EUT) for incomplete markets, producing closed-form representations for the optimal strategy …
Persistent link: https://www.econbiz.de/10014234313
Saved in:
2
A neural network Monte Carlo approximation for
expected
utility
theory
Zhu, Yichen
;
Escobar, Marcos
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
7
,
pp. 1-18
-time models and stylized facts reported in the literature. We work within
expected
utility
theory for portfolio selection with …
Persistent link: https://www.econbiz.de/10012626104
Saved in:
3
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:
4
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:
5
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
6
Stronger utility
Blavatskyy, Pavlo R.
- In:
Theory and decision : an international journal for …
76
(
2014
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10010345256
Saved in:
7
Models of stochastic choice and decision theories : why both are important for analyzing decisions
Blavatskyy, Pavlo R.
;
Pogrebna, Ganna
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 963-986
Persistent link: https://www.econbiz.de/10008667433
Saved in:
8
Stochastic utility theorem
Blavatskyy, Pavlo R.
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1049-1056
Persistent link: https://www.econbiz.de/10003783817
Saved in:
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