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~person:"Frenk, Johannes G."
~person:"Rásonyi, Miklós"
~subject:"Experiment"
~subject:"Portfolio-Management"
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Experiment
Portfolio-Management
Nutzenfunktion
6
Portfolio selection
6
Theorie
6
Theory
6
Utility function
6
Capital income
2
Kapitaleinkommen
2
Non-concave utility functions
2
Nutzen
2
Risikoaversion
2
Risikomaß
2
Risikoneutralität
2
Risk aversion
2
Risk measure
2
Risk neutrality
2
Statistical distribution
2
Statistische Verteilung
2
Utility
2
"S-shaped" utility function
1
Anlageverhalten
1
Behavioural finance
1
Choquet integral
1
Dynamic programming
1
Dynamische Optimierung
1
Erwartungsnutzen
1
Expected utility
1
Illiquidity
1
Incomplete market
1
Market frictions
1
Mathematical programming
1
Mathematische Optimierung
1
No-arbitrage condition
1
Non-convex optimization
1
Optimal investment
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Unvollkommener Markt
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asymptotic elasticity
1
existence and well-posedness in behavioral finance
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nonconcave utility functions
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optimal investment
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English
6
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Frenk, Johannes G.
Rásonyi, Miklós
Andreoni, James
7
Wong, Wing Keung
6
Kräussl, Roman
5
Miller, John H.
5
Kraft, Holger
4
Lucas, André
4
Schmedders, Karl
4
Warren, Geoff
4
Carassus, Laurence
3
Chen, Jia
3
Daruvala, Dinky
3
Desmettre, Sascha
3
Kroll, Eike B.
3
Li, Degui
3
Lichtenstern, Andreas
3
Linton, Oliver
3
Lu, Zu-di
3
Satchell, Stephen
3
Schmid, Wolfgang
3
Siegmann, Adriaan Hendrik
3
Vogt, Bodo
3
Zagst, Rudi
3
Atkinson, Colin
2
Betsch, Cornelia
2
Bi̇rbi̇l, Ş. İlker
2
Bodnar, Taras
2
Carlsson, Frederik
2
Chang, Chia-Lin
2
Corradin, Fausto
2
Damant, David C.
2
Eide, Erling
2
Escobar, Marcos
2
Fehr, Ernst
2
Fulga, Cristinca
2
Gillen, Benjamin J.
2
Heufer, Jan
2
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ERIM report series research in management
1
Econometric Institute research papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Mathematics of operations research
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ECONIS (ZBW)
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1
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
2
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:
3
Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
Saved in:
4
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
5
Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers
Kaynar, Bahar
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484052
Saved in:
6
Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers
Kaynar, Bahar
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484888
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