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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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Objective comparisons of the optimal portfolios corresponding to different utility functions
Yu, Bosco Wing-Tong; Pang, Wan Kai; Troutt, Marvin D.; … - In: European journal of operational research : EJOR 199 (2009) 2, pp. 604-610
Persistent link: https://www.econbiz.de/10003867349
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Functional ANOVA, ultramodularity and monotonicity : applications in multiattribute utility theory
Beccacece, Francesca; Borgonovo, Emanuele - In: European journal of operational research : EJOR 210 (2011) 2, pp. 326-335
Persistent link: https://www.econbiz.de/10008841199
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An axiomatic basis for multiattribute value functions defined on binary attributes
Deutsch, Stuart Jay; Malmborg, Charles J. - In: European journal of operational research : EJOR 23 (1986) 1, pp. 94-99
Persistent link: https://www.econbiz.de/10003525070
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An average lexicographic value for cooperative games
Tijs, Stef; Borm, Peter; Lohmann, Edwin; Quant, Marieke - In: European journal of operational research : EJOR 213 (2011) 1, pp. 210-220
Persistent link: https://www.econbiz.de/10009158451
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Nonparametric predictive utility inference
Houlding, B.; Coolen, Frank P. A. - In: European journal of operational research : EJOR 221 (2012) 1, pp. 222-230
Persistent link: https://www.econbiz.de/10009553083
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Multi-choice goal programming with utility functions
Chang, Ching-ter - In: European journal of operational research : EJOR 215 (2011) 2, pp. 439-445
Persistent link: https://www.econbiz.de/10009302761
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Comparative statics effects independent of the utility function : when do we act the same way under risk?
Rodríguez-Puerta, Inmaculada - In: European journal of operational research : EJOR 247 (2015) 2, pp. 610-617
Persistent link: https://www.econbiz.de/10011375786
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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
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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