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~subject:"Expected utility"
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Expected utility
Utility maximization
198
utility maximization
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133
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93
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92
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85
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Guo, Xu
5
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ECONIS (ZBW)
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1
On Modeling Banking Risk
Tsionas, Efthymios G.
-
2022
The paper develops new indices of financial stability based on an explicit model of expected
utility
maximization
by …
Persistent link: https://www.econbiz.de/10013492639
Saved in:
2
Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng
;
Nguyen, Thai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10014247652
Saved in:
3
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung
;
Yeung, David W. K.
;
Lu, Richard
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Saved in:
4
New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.
;
Guo, Xu
;
Clark, Ephraim
;
Wong, Wing Keung
-
2020
Persistent link: https://www.econbiz.de/10012384554
Saved in:
5
Optimal pair-trade execution with generalized cross-impact
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
Asia Pacific financial markets
29
(
2022
)
2
,
pp. 253-289
Persistent link: https://www.econbiz.de/10013260071
Saved in:
6
Revealed preference analysis of expected
utility
maximization
under prizeprobability trade-offs
Cherchye, Laurens
;
Demuynck, Thomas
;
Rock, Bram de
; …
-
2019
Persistent link: https://www.econbiz.de/10012244058
Saved in:
7
Revealed preference analysis of expected
utility
maximization
under prize-probability trade-offs
Cherchye, Laurens
;
Demuynck, Thomas
;
Rock, Bram de
; …
-
2019
Persistent link: https://www.econbiz.de/10012179628
Saved in:
8
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
9
Utility
maximization
in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
10
Mean-variance versus
utility
maximization
revisited : the case of constant relative risk aversion
Kassimatis, Konstantinos
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013254548
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