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Recursive utility and optimal growth under uncertainty
Joshi, Sumit - In: Journal of mathematical economics 24 (1995) 6, pp. 601-617
Persistent link: https://www.econbiz.de/10001189376
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Stationary cardinal utility and optimal growth under uncertainty
Epstein, Larry G. - 1982
Persistent link: https://www.econbiz.de/10003541155
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Effizienzkonzepte und nutzentheoretische Ansätze zur Lösung stochastischer Entscheidungsmodelle
Riess, Markus - 1996
Persistent link: https://www.econbiz.de/10000931828
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A new look at optimal growth under uncertainty
Amir, Rabah - In: Journal of economic dynamics & control 22 (1997) 1, pp. 67-86
Persistent link: https://www.econbiz.de/10001229403
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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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On the rate allocation problem under co-existance of uncertain utility function parameters and uncertain link capacities
Gąsior, Dariusz; Orski, Donat - In: Journal of the Operational Research Society : OR 65 (2014) 10, pp. 1562-1570
Persistent link: https://www.econbiz.de/10010416649
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Dynamic resource management : intertemporal substitution and risk aversion
Knapp, Keith C. - In: American journal of agricultural economics 78 (1996) 4, pp. 1004-1014
Persistent link: https://www.econbiz.de/10001213593
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid - In: Finance and stochastics 21 (2017) 2, pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.; Offen, E. R.; Lungu, E. M. - In: International journal of financial engineering 4 (2017) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
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A general framework for portfolio theory : part I: theory and various models
Maier-Paape, Stanislaus; Zhu, Qiji Jim - In: Risks : open access journal 6 (2018) 2, pp. 1-35
of utility and risk. This is a rather general pattern. The modern portfolio theory of Markowitz (1959) and the capital … utility. As a result, the growth optimal portfolio theory Lintner (1965) and the leverage space portfolio theory Vince (2009 …Utility and risk are two often competing measurements on the investment success. We show that efficient trade …
Persistent link: https://www.econbiz.de/10011867378