Narrow search
Showing 31 - 40 of 647,964
Cover Image
Stationary recursive utility and dynamic programming under the assumption of biconvergence
Streufert, Peter Alfred - In: The review of economic studies 57 (1990) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10001085024
Cover Image
Robust assessment of preference functions
Kämpke, Thomas - In: Mathematical modelling in economics : essays in honor …, (pp. 232-242). 1993
Persistent link: https://www.econbiz.de/10001283725
Cover Image
A comparison between goal programming and regression analysis for portfolio selection
Tamiz, Mehrdad - In: Multiple criteria decision making : proceedings of the …, (pp. 421-432). 1997
Persistent link: https://www.econbiz.de/10001320327
Cover Image
Goal programming and multiple criteria decision making : some reflections
Romero, Carlos - In: Multiple criteria decision making : proceedings of the …, (pp. 192-198). 1997
Persistent link: https://www.econbiz.de/10001320336
Cover Image
The sensitivity analysis of "inexact" multicriteria decisions
Robinson, Mitchell S. - In: Multiple criteria decision making : proceedings of the …, (pp. 185-191). 1997
Persistent link: https://www.econbiz.de/10001320337
Cover Image
Convex Duality and Orlicz Spaces in Expected Utility Maximization
Biagini, Sara - 2020
In this paper we report further progress towards a complete theory of state-independent expected utility maximization … with semi-martingale price processes for arbitrary utility function. Without any technical assumptions we establish a …
Persistent link: https://www.econbiz.de/10012853364
Cover Image
Duality theory for robust utility maximisation
Bartl, Daniel; Kupper, Michael; Neufeld, Ariel - In: Finance and stochastics 25 (2021) 3, pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Cover Image
Portfolio optimization : not necessarily concave utility and constraints on wealth and allocation
Escobar, Marcos; Kschonnek, Michel; Zagst, Rudi - In: Mathematical methods of operations research : ZOR 95 (2022) 1, pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
Cover Image
Development of utility function for vehicle insurance : comparison of logarithmic goal programming method and conjoint analysis method
Natesan, Sumeetha R.; Dutta, Goutam - 2020
Persistent link: https://www.econbiz.de/10012694200
Cover Image
G-expected utility maximization with ambiguous equicorrelation
Pun, Chi Seng - In: Quantitative finance 21 (2021) 3, pp. 403-419
Persistent link: https://www.econbiz.de/10012483830