//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Inner rate of risk aversion"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Utility indifference"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Inner rate of risk aversion
utility indifference pricing
20
Utility indifference pricing
18
Option pricing theory
15
Optionspreistheorie
15
Incomplete market
13
Unvollkommener Markt
12
Martingal
11
Martingale
11
Nutzen
9
Portfolio selection
9
Portfolio-Management
9
Risk aversion
9
Theorie
9
Theory
9
Utility
9
Börsenkurs
7
Share price
7
Hedging
6
Risikoaversion
6
CAPM
5
Derivat
5
Derivative
5
Stochastic process
5
Stochastischer Prozess
5
Utility indifference price
5
Utility indifference prices
5
real options
5
Utility indifference
4
Utility maximization
4
incomplete markets
4
transaction costs
4
Convergence
3
GAS models
3
Incomplete information
3
Large investor
3
Liquidity
3
Normal mixture
3
Partial information
3
Real options analysis
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Hodoshima, Jiro
3
Miyahara, Yoshio
1
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Journal of mathematical economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
Saved in:
2
Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
Saved in:
3
Utility
indifference
pricing and the Aumann-Serrano performance index
Hodoshima, Jiro
;
Miyahara, Yoshio
- In:
Journal of mathematical economics
86
(
2020
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->