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Search: subject:"utility function"
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CAPM
Expected utility
3,567
Erwartungsnutzen
3,566
Theorie
3,531
Theory
3,526
Utility function
1,950
Nutzenfunktion
1,911
Decision under uncertainty
1,022
Entscheidung unter Unsicherheit
1,022
Risk aversion
800
Risikoaversion
792
Experiment
627
Risk
617
Risiko
610
Portfolio selection
537
Portfolio-Management
537
Nutzen
518
Präferenztheorie
512
Theory of preferences
509
Utility
508
Entscheidungstheorie
504
Decision theory
498
Decision under risk
449
Entscheidung unter Risiko
449
Risikopräferenz
310
Risk attitude
309
Entscheidung
297
Decision
292
Prospect Theory
252
Prospect theory
251
Probability theory
217
Wahrscheinlichkeitsrechnung
217
Nutzentheorie
211
Utility theory
209
Erwartungsbildung
193
Expectation formation
193
USA
170
United States
169
Gambling
167
Glücksspiel
166
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Free
45
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29
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Article
100
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60
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Article in journal
96
Aufsatz in Zeitschrift
96
Graue Literatur
41
Non-commercial literature
41
Arbeitspapier
37
Working Paper
37
Hochschulschrift
9
Thesis
7
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4
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4
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1
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1
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1
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English
152
German
7
French
1
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Aase, Knut K.
8
He, Xue-zhong
6
Satchell, Stephen
4
Zimper, Alexander
4
Azar, Samih Antoine
3
Danthine, Jean-Pierre
3
Donaldson, John B.
3
Giannikos, Christos
3
Hwang, Soosung
3
Shi, Lei
3
Adam, Klaus
2
Boyarchenko, Nina
2
Cerrato, Mario
2
Cesari, Riccardo
2
Chambers, Robert G.
2
Christensen, Morten Mosegaard
2
Crosby, John
2
D'Adda, Carlo
2
Damant, David C.
2
Femminis, Gianluca
2
Frittelli, Marco
2
Ghossoub, Mario
2
Grant, Simon
2
Guirguis, Hany S.
2
Hodges, Stewart D.
2
Issler, João Victor
2
Kamihigashi, Takashi
2
Kelsey, David
2
Kruschwitz, Lutz
2
Kubler, Felix
2
Laux, Helmut
2
Levy, Haim
2
Li, Kai
2
Löffler, Andreas
2
Marcet, Albert
2
Markowitz, Harry
2
Milne, Frank
2
Okhrin, Yarema
2
Platen, Eckhard
2
Polak, Ben
2
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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Discussion paper / Department of Business and Management Science
6
European journal of operational research : EJOR
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Finance research letters
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Economics letters
3
Journal of economic theory
3
Journal of financial economics
3
Mathematics and financial economics
3
Advances in financial economics
2
Annals of finance
2
Applied mathematical finance
2
Cogent economics & finance
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
European financial management : the journal of the European Financial Management Association
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Macroeconomic dynamics
2
NHH Dept. of Business and Management Science Discussion Paper
2
The European journal of finance
2
The review of financial studies
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of economics and finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Business research
1
CESifo working papers
1
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
1
Cahiers de recherches économiques
1
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
1
Columbia Business School Research Paper
1
Computational Management Science : CMS
1
DAE working paper
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Institute for Economic Research, Queen's University
1
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ECONIS (ZBW)
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121
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
122
Rekursive Präferenzen und das Equity Premium Puzzle : eine empirische Analyse des deutschen Kapitalmarkts
Köster, Michael
-
2007
Persistent link: https://www.econbiz.de/10003527979
Saved in:
123
An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
Saved in:
124
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
Saved in:
125
Asset pricing with unforeseen contingencies
Kraus, Alan
;
Sagi, Jacob Shimon
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 417-453
Persistent link: https://www.econbiz.de/10003387872
Saved in:
126
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
127
Estimating relative risk aversion, the discount rate, and the intertemporal elasticity of substitution in consumption for Brazil using three types of
utility
function
Issler, João Victor
;
Piqueira, Natalia Scotto
- In:
Revista de econometria
20
(
2000
)
2
,
pp. 201-239
Persistent link: https://www.econbiz.de/10001805948
Saved in:
128
Exponential risk measure with application to UK asset allocation
Satchell, Stephen
;
Damant, David C.
;
Hwang, Soosung
- In:
Applied mathematical finance
7
(
2000
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
Saved in:
129
Power risk aversion utility functions
Xie, Danyang
- In:
Annals of economics and finance
1
(
2000
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10001731844
Saved in:
130
Asset pricing and macroeconomic risk
Brevik, Frode
-
2005
Persistent link: https://www.econbiz.de/10003185838
Saved in:
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