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How to improve the applicability of game theory : three essays

Wichardt, Philipp Christoph - 2006

Persistent link: https://www.econbiz.de/10003425762

Convex combinations in judgment aggregation

Jaspersen, Johannes G. - In: European journal of operational research : EJOR 299 (2022) 2, pp. 780-794

Persistent link: https://www.econbiz.de/10013207171

Normative inference in efficient markets

Weretka, Marek - In: Economic theory : official journal of the Society for … 68 (2019) 4, pp. 787-810

Persistent link: https://www.econbiz.de/10012213126

Does round-the-clock trading result in Pareto improvements?

Spiegel, Matthew; Subrahmanyam, Avanidhar - 1993

Persistent link: https://www.econbiz.de/10000859597

The relation between utility and the price of equity

Epstein, Larry G. - 1988

Persistent link: https://www.econbiz.de/10000124833

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

A model for a large investor trading at market indifference prices : I: single-period case

Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472

Persistent link: https://www.econbiz.de/10011418186

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

Malliavin's calculus in insider models : additional utility and free lunches

Imkeller, Peter - 2002

we focus on are the calculation of the additional utility of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional utility and free lunch possibilities. In particular, if the insider has advance …

Persistent link: https://www.econbiz.de/10009620768

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

Carlo simulations. Preferences are modeled by time-additive expected utility and, alternatively, by recursive non …-expected utility. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …-expected utility which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment …

Persistent link: https://www.econbiz.de/10009681108

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