Utility theory front to back-inferring utility from agents' choices
Year of publication: |
2014
|
---|---|
Authors: | Cox, Alexander M. G. ; Hobson, David G. ; Obłój, Jan |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 3, p. 1-44
|
Subject: | Consumption and investment problem | utility maximization | inverse problem | consistency condition | duality | Nutzen | Utility | Nutzentheorie | Utility theory | Nutzenfunktion | Utility function | Mathematische Optimierung | Mathematical programming | Konsumtheorie | Consumption theory | Eigeninteresse | Self-interest | Präferenztheorie | Theory of preferences |
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