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  • Search: subject_exact:"Utility maximization"
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Year of publication
Subject
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Utility maximization 198 utility maximization 174 Theorie 90 Portfolio selection 85 Portfolio-Management 84 Theory 84 Nutzenmaximierung 79 Stochastic process 38 Stochastischer Prozess 38 Mathematical programming 37 Mathematische Optimierung 37 Nutzen 36 Utility 36 Erwartungsnutzen 27 Expected utility 27 Eigeninteresse 24 Nutzenfunktion 24 Utility function 24 Option pricing theory 23 Optionspreistheorie 23 Konsumentenverhalten 21 Self-interest 21 Consumer behaviour 20 Transaction costs 20 Hedging 16 Offenbarte Präferenzen 16 Revealed preferences 16 Risiko 16 Risk 16 Präferenztheorie 15 Theory of preferences 14 Incomplete market 13 Rationality 13 Rationalität 13 Behavioral economics 12 Bounded rationality 12 Consumption theory 12 Konsumtheorie 12 Transaktionskosten 12 Unvollkommener Markt 12
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Online availability
All
Undetermined 189 Free 140 CC license 5
Type of publication
All
Article 248 Book / Working Paper 159 Other 1
Type of publication (narrower categories)
All
Article in journal 140 Aufsatz in Zeitschrift 140 Working Paper 57 Graue Literatur 41 Non-commercial literature 41 Arbeitspapier 39 Hochschulschrift 16 Thesis 12 Article 8 Aufsatz im Buch 5 Book section 5 Dissertation u.a. Prüfungsschriften 5 research-article 3 Bibliografie enthalten 1 Bibliography included 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1
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Language
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English 246 Undetermined 140 German 20 Spanish 1 Serbian 1
Author
All
Manzini, Paola 10 Mariotti, Marco 10 Imkeller, Peter 9 Grossmann, Martin 8 Sass, Jörn 8 Jouini, Elyès 7 Polisson, Matthew 6 Amendinger, Jürgen 5 Bouchard, Bruno 5 Mandler, Michael 5 Porte, Vincent 5 Schweizer, Martin 5 Zagst, Rudi 5 Ankirchner, Stefan 4 Becherer, Dirk 4 Chevalier, Etienne 4 Escobar, Marcos 4 Franses, Philip Hans 4 Grunberg, Bastian 4 Heufer, Jan 4 Kitromilides, Yiannis 4 Lang, Markus 4 Larsen, Kasper 4 Leung, Tim 4 Li, Zhongfei 4 Lim, Thomas 4 Mostovyi, Oleksii 4 Paap, Richard 4 Rásonyi, Miklós 4 Soner, Halil Mete 4 Yi, Bo 4 Zou, Bin 4 Aguiar, Victor H. 3 Bahaji, Hamza 3 Bayraktar, Erhan 3 Beine, Michel 3 Bichuch, Maxim 3 Bruggen, Paul van 3 Campi, Luciano 3 Carassus, Laurence 3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 HAL 7 Université Paris-Dauphine (Paris IX) 7 Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 National Bureau of Economic Research 3 Finance Discipline Group, Business School 2 Institute for the Study of Labor (IZA) 2 National Graduate Institute for Policy Studies (GRIPS) 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Center for Financial Studies 1 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Columbia University / Department of Economics 1 Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Leicester University 1 EconWPA 1 Economics Department, Wesleyan University 1 Facultad de Economía y Empresa, Universidad de Murcia 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economic Research, Hitotsubashi University 1 International Association of Sport Economists - IASE 1 London School of Economics (LSE) 1 North American Association of Sports Economists - NAASE 1 School of Economics and Finance, Queen Mary 1 School of Economics and Finance, University of St. Andrews 1 Scottish Institute for Research in Economics (SIRE) 1 Suomen Pankki 1 The MIT Press 1 Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Bonn, Germany 1 Université Paris-Dauphine 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1 World Institute for Development Economics Research 1
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Published in...
All
Finance and Stochastics 15 International Journal of Theoretical and Applied Finance (IJTAF) 10 International journal of theoretical and applied finance 9 MPRA Paper 9 Mathematical Methods of Operations Research 9 Computational Statistics 8 Economics Papers from University Paris Dauphine 6 Finance and stochastics 6 Insurance: Mathematics and Economics 6 Mathematics and financial economics 6 Working Papers / HAL 6 Insurance / Mathematics & economics 5 Mathematical finance : an international journal of mathematics, statistics and financial theory 5 Annals of finance 4 IZA Discussion Papers 4 Mathematical finance : an international journal of mathematics, statistics and financial economics 4 Research paper series / Swiss Finance Institute 4 Working Papers / Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 Annals of Finance 3 Applied mathematical finance 3 Economic modelling 3 Journal of mathematical economics 3 NBER working paper series 3 Schriften zu Marketing und Management 3 Social choice and welfare 3 Swiss Finance Institute Research Paper 3 Transportation 3 American economic journal : a journal of the American Economic Association 2 Applied Mathematical Finance 2 Astin bulletin : the journal of the International Actuarial Association 2 Carleton economic papers 2 Decisions in Economics and Finance 2 Discussion paper / Tinbergen Institute 2 Discussion papers / University of Leicester, Department of Economics 2 Dissertation.de 2 Economies 2 Economies : open access journal 2 European journal of operational research : EJOR 2 GRIPS Discussion Papers 2 Games 2
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Source
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ECONIS (ZBW) 210 RePEc 156 EconStor 27 USB Cologne (EcoSocSci) 7 Other ZBW resources 5 BASE 3
Showing 1 - 50 of 408
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Portfolio optimization beyond utility maximization : the case of driftless markets
Večeř, Jan; Richard, Mark; Taylor, Stephen - In: The European journal of finance 31 (2025) 3, pp. 318-347
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325194
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Revealed preference and revealed preference cycles : a survey
Dziewulski, Paweł; Lanier, Joshua; Quah, John K.-H. - In: Journal of mathematical economics 113 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071998
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What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
Ruß, Jochen; Schelling, Stefan; Schultze, Mark B. - In: European Actuarial Journal 13 (2023) 2, pp. 607-635
Standard economic models of rational decision making provide information on how people should decide. In practice, human decisions are influenced by numerous behavioral patterns that lead to systematic deviations from rationally optimal behavior. In the context of retirement savings, this can...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210597
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Can decision field theory enhance our understanding of health-based choices? : evidence from risky health behaviors
Meester, David A. J.; Hess, Stephane; Buckell, John; … - In: Health economics 32 (2023) 8, pp. 1710-1732
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014329196
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Experimental tests of rational inattention
Dean, Mark; Neligh, Nathaniel - In: Journal of political economy 131 (2023) 12, pp. 3415-3461
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014467240
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Slutsky matrix symmetry: A new behavioral condition
Aguiar, Victor H.; Serrano, Roberto - 2022
The Slutsky matrix function encodes all the information about local variations in demand with respect to small (Slutsky) compensated price changes. When the demand function is the result of utility maximization the Slutsky matrix is symmetric. However, symmetry does not imply rationality. Here,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278357
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Optimal consumption for recursive preferences with local substitution: The case of certainty
Li, Hanwu; Riedel, Frank; Yang, Shuzhen - 2022
We characterize optimal consumption policies in a recursive intertemporal utility framework with local substitution. We establish existence and uniqueness and a version of the Kuhn-Tucker theorem characterizing the optimal consumption plan. An explicit solution is provided for the case when the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014304796
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Optimal asset allocation subject to withdrawal risk and solvency constraints
Cousin, Areski; Jiao, Ying; Robert, Christian Yann; … - In: Risks 10 (2022) 1, pp. 1-28
This paper investigates the optimal asset allocation of a financial institution whose customers are free to withdraw their capital-guaranteed financial contracts at any time. In accounting for the asset-liability mismatch risk of the institution, we present a general utility optimization problem...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200906
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Optimal asset allocation subject to withdrawal risk and solvency constraints
Cousin, Areski; Jiao, Ying; Robert, Christian Yann; … - In: Risks : open access journal 10 (2022) 1, pp. 1-28
This paper investigates the optimal asset allocation of a financial institution whose customers are free to withdraw their capital-guaranteed financial contracts at any time. In accounting for the asset-liability mismatch risk of the institution, we present a general utility optimization problem...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012805431
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Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation
Escobar-Anel, Marcos; Kschonnek, Michel; Zagst, Rudi - In: Mathematical Methods of Operations Research 95 (2022) 1, pp. 101-140
We consider a portfolio optimization problem for a utility maximizing investor who is simultaneously restricted by convex constraints on portfolio allocation and upper and lower bounds on terminal wealth. After introducing a capped version of the Legendre–Fenchel-transformation, we use it to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328812
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Slutsky matrix symmetry : a new behavioral condition
Aguiar, Victor H.; Serrano, Roberto - 2022
The Slutsky matrix function encodes all the information about local variations in demand with respect to small (Slutsky) compensated price changes. When the demand function is the result of utility maximization the Slutsky matrix is symmetric. However, symmetry does not imply rationality. Here,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013370941
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Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet; Xu, Zhikang - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-45
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Preparing for the (Non-Existent?) Future of Work
Korinek, Anton; Juelfs, Megan - National Bureau of Economic Research - 2022
This paper considers the labor market and distributional implications of a scenario of ever-more-intelligent autonomous machines that substitute for human labor and drive down wages. We lay out three concerns arising from such a scenario and evaluate recent predictions and objections to these...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013334391
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Optimal consumption for recursive preferences with local substitution : the case of certainty
Li, Hanwu; Riedel, Frank; Yang, Shuzhen - 2022
We characterize optimal consumption policies in a recursive intertemporal utility framework with local substitution. We establish existence and uniqueness and a version of the Kuhn-Tucker theorem characterizing the optimal consumption plan. An explicit solution is provided for the case when the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013445441
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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, ebvufind01.dmz1.zbw.eu/10013184223
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Examining consumers' m-wallet service brand choice decisions at the post-adoption stage : an empirical investigation
Bhattacharya, Subhajit; Bera, Sasadhar - In: Journal of financial services marketing 29 (2024) 4, pp. 1414-1431
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192540
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Incentive-aware models of financial networks
Jalan, Akhil; Chakrabarti, Deepayan; Sarkar, Purnamrita - In: Operations research 72 (2024) 6, pp. 2321-2336
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371406
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Optimal consumption for recursive preferences with local substitution : the case of certainty
Li, Hanwu; Riedel, Frank; Yang, Shuzhen - In: Journal of mathematical economics 110 (2024), pp. 1-9
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071604
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Optimizing hedonic editing for multiple outcomes : an algorithm
Egozcue, Martín; Fuentes García, Luis - In: Computational management science 21 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636872
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Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045875
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Equilibrium Multi-Agent Model With Heterogeneous Views on Fundamental Risks
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2021
This article presents an equilibrium-based multi-agent optimal consumption and portfolio problem incorporating sentiments, where multiple agents have heterogeneous (optimistic, pessimistic, neutral) views on fundamental risks represented by Brownian motions.Each agent maximizes its expected...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013214146
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We should be spending more of available aid in poorer countries, not less
Kenny, Charles - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012654803
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The market demand- (and supply) curve paradox
Haugen, Kjetil; Heen, Knut P. - In: Economics and Business Letters : EBL 10 (2021) 1, pp. 69-71
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012484397
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Equilibrium multi-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in August, September and December 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013336416
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Testing for weak separability and utility maximization with incomplete adjustment
Hjertstrand, Per; Swofford, James L.; Whitney, Gerald A. - In: Journal of economic dynamics & control 152 (2023), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014427611
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Paradox in the making : toward a theory of utility maximization in human-commercial robot interactions
Chou, Shih Yung; Barron, Katelin; Ramser, Charles - In: Journal of organizational change management 36 (2023) 7, pp. 1144-1162
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014474648
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The insider trading problem in a jump-binomial model
Halconruy, Hélène - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 379-413
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443749
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The current situation of the French professional esports industry : economic models of the clubs and regulation of the leagues
Moor, William de; Terrien, Mickael; Durand, Christophe; … - In: European Sport management quarterly : ESMQ 23 (2023) 6, pp. 1906-1927
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Optimal Paternalism in a Population with Bounded Rationality
Manski, Charles F.; Sheshinski, Eytan - National Bureau of Economic Research - 2023
A central mission of public economics has been to determine policies that optimize utilitarian welfare. To improve the realism of policy evaluation, it is desirable to enrich understanding of behavior and develop methods of analysis that use the enriched understanding to assess policies....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014322737
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Die Ökonomie des Gemeinwohls : Vom Nutzen des Individuums zum Wohl der Gesellschaft
Menges, Roland; Thiede, Michael - 2023
Nutzen und Gemeinwohl -- Kollektiventscheidungen, Demokratie und Gemeinwohl -- Wohlfahrtsfunktionen und ökonomische Vorstellungen von Gerechtigkeit -- Wohlfahrtsmessung -- Nachhaltigkeit und wirtschaftliche Entwicklung -- Alternative Wirtschaftsmodelle.
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014327446
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Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng; Nguyen, Thai - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 149-183
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Nonlinear Budget Set Regressions for the Random Utility Model
Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - National Bureau of Economic Research - 2023
This paper is about the nonparametric regression of a choice variable on a nonlinear budget set under utility maximization with general heterogeneity, i.e. in the random utility model (RUM). We show that utility maximization and convex budget sets make this regression three dimensional with a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014250211
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Optimal investment with correlated stochastic volatility factors
Bichuch, Maxim; Fouque, Jean-Pierre - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 342-369
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278672
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Test score algorithms for budgeted stochastic utility maximization
Lee, Dabeen; Vojnovic, Milan; Yun, Se-Young - In: INFORMS journal on optimization 5 (2023) 1, pp. 27-67
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014292034
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Information frictions and stock returns
Yang, Xiaolou - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-13
The purpose of this paper is to assess the impact of ambiguity on financial analyst forecast incentives and the associated abnormal stock returns. I present a model incorporating ambiguity aversion into a two-period Lucas tree model. The resulting model confirms the role of ambiguity in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012611369
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Are consumers rational? : shifting the burden of proof
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012242865
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Are consumers rational? : shifting the burden of proof
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012244097
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Rohstoff "Daten" : volkswirtschaftlicher Nutzen von Datenbereitstellung - eine Bestandsaufnahme : Studie mit finanzieller Unterstützung der IHK für München und Oberbayern im Rahmen des Vertrags zur Erstellung volkswirtschaftlicher Studien
Falck, Oliver; Koenen, Johannes - 2020
Studie mit finanzieller Unterstützung der IHK für München und Oberbayern im Rahmen des Vertrags zur Erstellung volkswirtschaftlicher Studien. Die Bedeutung der Datenökonomie für die Entwicklung der Wirtschaftsleistung in Deutschland und Europa ist unbestritten. In verschiedenen Märkten...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012255968
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Information frictions and stock returns
Yang, Xiaolou - In: Journal of risk and financial management : JRFM 13 (2020) 7/140, pp. 1-13
The purpose of this paper is to assess the impact of ambiguity on financial analyst forecast incentives and the associated abnormal stock returns. I present a model incorporating ambiguity aversion into a two-period Lucas tree model. The resulting model confirms the role of ambiguity in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012309266
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Indirect evolution and aggregate-taking behavior in a football league: Utility maximization, profit maximization, and success
Prinz, Aloys L. - In: Games 10 (2019) 2, pp. 1-12
An evolutionary model of European football was applied to analyze a two-stage indirect evolution game in which teams choose their utility function in the first stage, and their optimal talent investments in the second stage. Given the second-stage optimal aggregate-taking strategy (ATS) of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012227767
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A new approach to measuring tax effort
Dalamagas, Basil A.; Palaios, Panagiotis; Tantos, Stefanos - In: Economies 7 (2019) 3, pp. 1-25
This paper attempts to extend the theoretical and empirical methodology employed in previous literature, by proposing a utility maximization process to estimate the optimal tax revenue from a sample of 30 countries. It is shown that an optimal tax system is defined solely by two crucial...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013199589
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Optimal pricing by a risk-averse seller
Siedner, Tomer - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012241835
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A new approach to measuring tax effort
Dalamagas, Basil A.; Palaios, Panagiotis; Tantos, Stefanos - In: Economies : open access journal 7 (2019) 3/77, pp. 1-25
This paper attempts to extend the theoretical and empirical methodology employed in previous literature, by proposing a utility maximization process to estimate the optimal tax revenue from a sample of 30 countries. It is shown that an optimal tax system is defined solely by two crucial...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012131184
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Assessing misspecification and aggregation for structured preferences
Allen, Roy E.; Rehbeck, John - 2019
Applied research often tolerates misspecification in order to reach informative conclusions. We focus on how the degree of misspecification varies with the level of aggregation of data for quasilinear utility models. We present aggregation results formalizing that the model cannot get worse when...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012132410
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Indirect evolution and aggregate-taking behavior in a football league : utility maximization, profit maximization, and success
Prinz, Aloys L. - In: Games 10 (2019) 2/22, pp. 1-12
An evolutionary model of European football was applied to analyze a two-stage indirect evolution game in which teams choose their utility function in the first stage, and their optimal talent investments in the second stage. Given the second-stage optimal aggregate-taking strategy (ATS) of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012061920
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Utility maximization versus regret minimization in health choice behavior : evidence from four datasets
Buckell, John; Vasavada, Vrinda; Wordsworth, Sarah; … - In: Health economics 31 (2022) 2, pp. 363-381
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012795981
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Weighted scoring rules and convex risk measures
Smith, Zachary J.; Bickel, J. Eric - In: Operations research 70 (2022) 6, pp. 3371-3385
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Feed price risk management for sheep production in Spain : a composite future cross-hedging strategy
Pérez-Franco, Ismael; Otto Thomasz, Esteban; … - In: Risk management : an international journal 24 (2022) 2, pp. 137-163
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013258135
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Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33
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Robust control in a rough environment
Han, Bingyan; Wong, Hoi Ying - In: Quantitative finance 22 (2022) 3, pp. 481-500
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013167772
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