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Utility theory front to back-inferring utility from agents' choices
Cox, Alexander M. G.; Hobson, David G.; Obłój, Jan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
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Portfolio optimization under nonlinear utility
Heyne, Gregor; Kupper, Michael; Tangpi, Ludovic - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
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Accelerated share repurchase : pricing and execution strategy
Guéant, Olivier; Pu, Jiang; Royer, Guillaume - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403749
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Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
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A note on utility indifference pricing
Gerer, Johannes; Dorfleitner, Gregor - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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Optimal portfolio under state-dependent expected utility
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011889433