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Optimal investment and risk control policies for an insurer : expected utility maximization

Zou, Bin; Cadenillas, Abel - In: Insurance / Mathematics & economics 58 (2014), pp. 57-67

Persistent link: https://www.econbiz.de/10010437631

A random utility model for shareholders capturing the disposition effect

Ma, Alfred Ka Chun; Cheung, Justina Yuen Ki - In: International journal of applied behavioral economics : … 4 (2015) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10010484864

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

Persistent link: https://www.econbiz.de/10010409967

Asymptotic arbitrage and large deviations

Föllmer, Hans; Schachermayer, Walter - In: Mathematics and financial economics 1 (2008) 3/4, pp. 213-249

Persistent link: https://www.econbiz.de/10003722526

Maximization of nonconcave utility functions in discrete-time financial market models

Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173

Persistent link: https://www.econbiz.de/10011448349

Recommendation based on multiproduct utility maximization

Zhao, Qi; Zhang, Yongfeng; Zhang, Yi; Friedman, Daniel - 2016

Recommender systems often recommend several products to a user at the same time, but with little consideration of the relationships among the recommended products. We argue that relationships such as substitutes and complements are crucial, since the utility of one product may depend on whether...

Persistent link: https://www.econbiz.de/10011492825