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Search: subject:"exponential utility"
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Exponential utility
42
exponential utility
35
Theorie
33
Theory
32
Portfolio selection
22
Portfolio-Management
22
Nutzenfunktion
12
Risiko
12
Risikoaversion
12
Risk
12
Risk aversion
12
Utility function
12
Expected utility
11
certainty equivalent
11
risk management
11
Erwartungsnutzen
9
Nutzen
9
Option pricing theory
9
Optionspreistheorie
9
Risk management
8
households
8
risk
8
CAPM
7
Markov chain
7
Markov-Kette
7
Risikomanagement
7
Stochastic process
7
Stochastischer Prozess
7
Utility
7
CARA
6
CRRA
6
Decision
6
Entscheidung
6
Martingal
6
Martingale
6
Mathematical programming
6
Mathematische Optimierung
6
Power utility
6
Stochastic control
6
Money demand
5
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Online availability
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Undetermined
45
Free
33
Type of publication
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Article
71
Book / Working Paper
29
Other
1
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Article in journal
46
Aufsatz in Zeitschrift
46
Working Paper
15
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
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1
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English
70
Undetermined
31
Author
All
Fritsche, Ulrich
8
Cavazos-Cadena, Rolando
7
Ikefuji, Masako
5
Muris, Chris
5
Fujii, Masaaki
4
Groessl, Ingrid
4
Größl, Ingrid
4
Laeven, Roger
4
Sekine, Masashi
4
Magnus, Jan
3
Magnus, Jan R.
3
Schmeck, Maren Diane
3
Schmidli, Hanspeter
3
Barz, C.
2
Bedoui, Rihab
2
BenMabrouk, Houda
2
Bodnar, Taras
2
Cooper, Joseph C.
2
Cotter, John
2
Cruz-Suárez, Hugo
2
Davis, Mark H. A.
2
Desmettre, Sascha
2
Dowd, Kevin
2
Fernández, Begoña
2
Fernández-Gaucherand, Emmanuel
2
Frei, Christoph
2
Hdhiri, Ibtissam
2
Hernández-Hernández, Daniel
2
Horst, Ulrich
2
Karouf, Monia
2
Kupper, Michael
2
Laeven, R.J.A.
2
Laeven, Roger J. A.
2
Macrina, Andrea
2
Mainberger, Christoph
2
Mania, Michael
2
Meda, Ana
2
Muhle-Karbe, Johannes
2
Rieder, Ulrich
2
Saavedra, Patricia
2
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Institution
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Fachbereich Sozialökonomie, Universität Hamburg
2
HAL
2
Tilburg University, Center for Economic Research
2
Agricultural and Applied Economics Association - AAEA
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Finrisk
1
Geary Institute, University College Dublin
1
International Centre for Economic Research (ICER)
1
Swiss National Centre of Competence in Research North South <Bern>
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Insurance / Mathematics & economics
6
Computational Statistics
5
Mathematical Methods of Operations Research
5
Mathematics of operations research
4
Astin bulletin : the journal of the International Actuarial Association
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
CARF working paper
2
CIRJE discussion papers / F series
2
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series
2
DEP discussion papers : macroeconomics and finance series
2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion Paper / Tilburg University, Center for Economic Research
2
FINRISK Working Paper Series
2
Finance and Stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Macroeconomics and Finance Series
2
Mathematical methods of operations research : ZOR
2
RAIRO / Operations research
2
Working Papers / HAL
2
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
1
Annals of Finance
1
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Center for Mathematical Economics Working Papers
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Computational Management Science : CMS
1
Computational economics
1
Czech Economic Review
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
DIW Discussion Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion Papers of DIW Berlin
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Discussion paper / Tinbergen Institute
1
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Source
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ECONIS (ZBW)
55
RePEc
36
EconStor
7
USB Cologne (business full texts)
2
BASE
1
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1
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543349
Saved in:
2
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543859
Saved in:
3
Optimal liquidation with high risk aversion and small linear price impact
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 183-198
Persistent link: https://www.econbiz.de/10015044793
Saved in:
4
Equilibrium investment with random risk aversion
Desmettre, Sascha
;
Steffensen, Mogens
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 946-975
Persistent link: https://www.econbiz.de/10014329920
Saved in:
5
Mean-field equilibrium price formation with
exponential
utility
Fujii, Masaaki
;
Sekine, Masashi
-
2023
Persistent link: https://www.econbiz.de/10014288990
Saved in:
6
Mean-field equilibrium price formation with
exponential
utility
Fujii, Masaaki
;
Sekine, Masashi
-
2023
-
The first version: 14 April, 2023
Persistent link: https://www.econbiz.de/10014266286
Saved in:
7
On the functional equivalence of two perfectly competitive economies with negative
exponential
utility
and linear utility with a quadratic holding cost
Lou, Youcheng
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 239-245
Persistent link: https://www.econbiz.de/10014328921
Saved in:
8
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
9
Approximate solutions to constrained risk-sensitive Markov decision processes
Kumar, Uday M.
;
Bhat, Sanjay P.
;
Kavitha, Veeraruna
; …
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 249-267
Persistent link: https://www.econbiz.de/10014339827
Saved in:
10
Revisiting the Merton problem : from HARA to CARA utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Computational economics
59
(
2022
)
2
,
pp. 651-686
Persistent link: https://www.econbiz.de/10013169029
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