Narrow search
Showing 1 - 10 of 103
Cover Image
Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance
Montes, Ignacio; Miranda, Enrique; Montes, Susana - In: European journal of operational research : EJOR 234 (2014) 1, pp. 209-220
Persistent link: https://www.econbiz.de/10010247333
Cover Image
Stochastic multiobjective acceptability analysis for the Choquet integral preference model and the scale construction problem
Angilella, Silvia; Corrente, Salvatore; Greco, Salvatore - In: European journal of operational research : EJOR 240 (2015) 1, pp. 172-182
Persistent link: https://www.econbiz.de/10010491780
Cover Image
On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva; Escudero, Laureano F. - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
Cover Image
Expected utility versus the changes in knowledge ahead
Pope, Robin; Leitner, Johannes; Leopold-Wildburger, Ulrike - In: European journal of operational research : EJOR 199 (2009) 3, pp. 892-901
Persistent link: https://www.econbiz.de/10003900545
Cover Image
Decision analysis under ambiguity
Borgonovo, Emanuele; Marinacci, Massimo - In: European journal of operational research : EJOR 244 (2015) 3, pp. 823-836
Persistent link: https://www.econbiz.de/10011289934
Cover Image
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto - In: European journal of operational research : EJOR 247 (2015) 2, pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Cover Image
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Cover Image
Risk pricing in a non-expected utility framework
Geiger, Gebhard - In: European journal of operational research : EJOR 246 (2015) 3, pp. 944-948
Persistent link: https://www.econbiz.de/10011344373
Cover Image
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Cover Image
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391
Persistent link: https://www.econbiz.de/10010356752