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Derivatives-based portfolio decisions : an expected utility insight

Escobar, Marcos; Davison, Matt; Zhu, Yichen - In: Annals of finance 18 (2022) 2, pp. 217-246

Persistent link: https://www.econbiz.de/10013278982

Portfolio choice with non-expected utility in continuous time

Svensson, Lars E. O. - 1988

Persistent link: https://www.econbiz.de/10013359588

Portfolio choice in the model of expected utility with a safety-first component

Jansen, Dennis W.; Liu, Liqun - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 187-207

Persistent link: https://www.econbiz.de/10013380542

The Economic Value of Estimated Portfolio Rules Under General Utility Specifications

Paye, Bradley S. - 2012

This paper addresses the economic value of estimated portfolio rules under general utility. Incorporating estimation … some preference specifications, including CRRA utility, the approximation error can be unboundedly large. The paper … proposes two methods designed to curb the effects of estimation risk in a general utility setting. The first involves …

Persistent link: https://www.econbiz.de/10013115892

Ein Kapitalmarktmodell unter Ambiguität

Eisenberger, Roselies - 1996

Persistent link: https://www.econbiz.de/10012939292

A two staged goal programming model for portfolio selection

Tamiz, Mehrdad; Hasham, Rishma; Jones, Dylan F.; Hesni, B. - In: Multi-objective programming and goal programming : …, (pp. 286-299). 1996

Persistent link: https://www.econbiz.de/10014550158

Design of comprehensive income products for retirement using utility functions

Warren, Geoff - In: Australian journal of management 47 (2022) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10012801598

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Ein Paradox der Portfoliotheorie und vermögensabhängige Nutzenfunktionen : mikroökonomische Fundierung

Löffler, Andreas - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001591597

Portfolio optimization with discrete trading strategies in a continuous-time setting

Laue, Silke (contributor) - 2003

Persistent link: https://www.econbiz.de/10001782343