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~person:"Blavatskyy, Pavlo R."
~person:"Eeckhoudt, Louis R."
~person:"Escobar, Marcos"
~person:"Mukerji, Sujoy"
~person:"Schipper, Burkhard"
~type_genre:"Article in journal"
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Search: subject:"Expected utility"
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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
Stochastic process
8
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8
Expected utility theory
7
Nutzen
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7
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5
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Blavatskyy, Pavlo R.
Eeckhoudt, Louis R.
Escobar, Marcos
Mukerji, Sujoy
Schipper, Burkhard
Grant, Simon
32
Wakker, Peter P.
27
Karni, Edi
24
Eichberger, Jürgen
19
Schmidt, Ulrich
18
Bleichrodt, Han
14
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14
Kelsey, David
14
Quiggin, John C.
14
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13
Marinacci, Massimo
12
Dominiak, Adam
11
Klibanoff, Peter
11
Vergopoulos, Vassilios
11
Baillon, Aurélien
10
Dillenberger, David
10
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10
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10
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9
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9
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9
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9
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8
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8
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8
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8
Segal, Uzi
8
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8
Zank, Horst
8
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7
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7
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Theory and decision : an international journal for multidisciplinary advances in decision science
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Journal of risk and uncertainty : JRU
4
Economics letters
3
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2
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1
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1
International journal of game theory : official journal of the Game Theory Society
1
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1
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1
Journal of economic psychology : research in economic psychology and behavioral economics
1
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1
Journal of the European Economic Association : JEEA
1
La finance et les nouveaux modèles de décision dans l'incertain et dans le risque
1
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1
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1
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1
Oxford economic papers
1
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1
Revue économique : revue bimestrielle
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ECONIS (ZBW)
47
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47
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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
Closed-form portfolio optimization under GARCH models
Escobar, Marcos
;
Gollart, Maximilian
;
Zagst, Rudi
- In:
Operations research perspectives
9
(
2022
),
pp. 1-13
maximize the
expected
utility
from terminal wealth under a Heston and Nandi (2000) GARCH (HN-GARCH) model. Based on an …
Persistent link: https://www.econbiz.de/10012880259
Saved in:
3
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:
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
Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos
;
Theilacker, Lorenz
;
Zagst, Rudi
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
Saved in:
6
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:
7
Dual moments and risk attitudes
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
- In:
Operations research
70
(
2022
)
3
,
pp. 1330-1341
Persistent link: https://www.econbiz.de/10013366078
Saved in:
8
Derivatives-based portfolio decisions : an
expected
utility
insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
9
Multivariate risk aversion utility, application to ESG investments
Escobar, Marcos
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225740
Saved in:
10
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:
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