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Li, Yong
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Computational economics
European journal of operational research : EJOR
884
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333
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329
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312
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253
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244
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232
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ECONIS (ZBW)
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1
Conditional versus unconditional utility as welfare criterion : two examples
Kim, Jinill
;
Kim, Sŏng-hyŏn
- In:
Computational economics
51
(
2018
)
3
,
pp. 719-730
Persistent link: https://www.econbiz.de/10011963743
Saved in:
2
Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
Saved in:
3
Optimal portfolio positioning on multiple assets under
ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
4
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
Saved in:
5
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
6
Loss-aversion with kinked linear utility functions
Best, Michael J.
;
Grauer, Robert R.
;
Hlouskova, Jaroslava
; …
- In:
Computational economics
44
(
2014
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10010396232
Saved in:
7
Solving house allocation problems with risk-averse agents
Andersson, Tommy
;
Andersson, Christer
- In:
Computational economics
33
(
2009
)
4
,
pp. 389-401
Persistent link: https://www.econbiz.de/10003842437
Saved in:
8
Efficiency evaluation of assets and optimal portfolio generation by cross efficiency and cumulative prospect theory
Srivastava, Sweksha
;
Aggarwal, Abha
;
Bansal, Pooja
- In:
Computational economics
63
(
2024
)
1
,
pp. 129-158
Persistent link: https://www.econbiz.de/10014472012
Saved in:
9
Making decisions in a sustainable development context : a state-of-the-art survey and proposal of a multi-period single synthesizing criterion approach
Frini, Anissa
;
Benamor, Sarah
- In:
Computational economics
52
(
2018
)
2
,
pp. 341-385
Persistent link: https://www.econbiz.de/10012052951
Saved in:
10
Entering H∞-optimal control robustness into a macroeconomic LQ-tracking model
Hudgins, David
;
Na, Joon
- In:
Computational economics
47
(
2016
)
2
,
pp. 121-155
Persistent link: https://www.econbiz.de/10011712306
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