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On the robustness of indeterminacy in subjective probability
Chew, Soo-Hong; Wang, Wenqian - In: Economics letters 188 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012227825
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A dual theory approach to estimating risk preferences in the parimutuel betting market
Suhonen, Niko; Saastamoinen, Jani; Lindén, Mikael - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1335-1351
Persistent link: https://www.econbiz.de/10011949530
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Expected utility optimization with convolutional stochastically ordered returns
Gauchon, Romain; Barigou, Karim - In: Risks : open access journal 12 (2024) 6, pp. 1-19
Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as … expected utility for various utility functions, significantly broadening the potential for analytical and computational …
Persistent link: https://www.econbiz.de/10014636719
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Concavity, Stochastic Utility, and Risk Aversion
Jarrow, Robert - 2020
This paper studies the relation between concavity, stochastic or state dependent utility functions, and risk aversion …
Persistent link: https://www.econbiz.de/10012844461
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Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.; Li, Siguang - In: Finance and stochastics 25 (2021) 2, pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
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Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki - In: Journal of economic dynamics & control 118 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
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Almost stochastic dominance for risk averters and risk seeker
Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
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Polynomial utility
Lollike, Alexander Sevel; Steffensen, Mogens - In: International journal of theoretical and applied … 26 (2023) 6/7, pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
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Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
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Maximizing expected utility for stochastic combinatorial optimization problems
Li, Jian; Deshpande, Amol - In: Mathematics of operations research 44 (2019) 1, pp. 354-375
Persistent link: https://www.econbiz.de/10012001128