Narrow search
Showing 111 - 120 of 65,353
Cover Image
G-Expected Utility Maximization with Ambiguous Equicorrelation
Pun, Chi Seng - 2020
This paper studies the expected utility maximization problem with respect to a controlled state process with multiple …
Persistent link: https://www.econbiz.de/10012851016
Cover Image
Rank-Dependent Utility Maximization Under Risk Exposure Constraint
Ding, Peizhen - 2018
This paper analyzes the optimal investment policies of rank-dependent utility maximizing investor who must manage the …
Persistent link: https://www.econbiz.de/10012925718
Cover Image
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Cover Image
A simplified approach to subjective expected utility
Stanca, Lorenzo - In: Journal of mathematical economics 87 (2020), pp. 151-160
Persistent link: https://www.econbiz.de/10012662038
Cover Image
Concave/convex weighting and utility functions for risk : a new light on classical theorems
Wakker, Peter P.; Yang, Jingni - In: Insurance / Mathematics & economics 100 (2021), pp. 429-435
Persistent link: https://www.econbiz.de/10012622403
Cover Image
Utilities bounded below
Muraviev, Roman; Rogers, Leonard C. G. - In: Annals of finance 9 (2013) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10009741194
Cover Image
On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J. - In: Insurance / Mathematics & economics 94 (2020), pp. 154-159
Persistent link: https://www.econbiz.de/10012419195
Cover Image
Cardinal versus ordinal criteria in choice under risk with disconnected utility ranges
Di Caprio, Debora; Santos Arteaga, Francisco Javier - In: Journal of mathematical economics 47 (2011) 4/5, pp. 588-594
Persistent link: https://www.econbiz.de/10009422569
Cover Image
An elicitation of utility for quality of life under prospect theory
Attema, Arthur Ewoud; Brouwer, Werner B. F.; L'Haridon, … - In: Journal of health economics 48 (2016), pp. 121-134
Persistent link: https://www.econbiz.de/10011587171
Cover Image
Conditional preference orders and their numerical representations
Drapeau, Samuel; Jamneshan, Asgar - In: Journal of mathematical economics 63 (2016), pp. 106-118
Persistent link: https://www.econbiz.de/10011665079