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subject:"Theorie"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
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Search: subject_exact:"Bernoulli utility function"
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Theorie
Erwartungsnutzen
36
Expected utility
36
Theory
24
Portfolio selection
11
Portfolio-Management
11
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Decision under risk
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Expected utility maximization
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Brandtner, Mario
2
Kürsten, Wolfgang
2
Markowitz, Harry
2
Baillon, Aurélien
1
Bi, Hongwei
1
Bleichrodt, Han
1
Bodnar, Taras
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Chaliasos, Michaēl
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Escudero, Laureano F.
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Fu, Lunce
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Guo, Peijun
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Haskell, William B.
1
Hassapis, Christis
1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
The economic journal : the journal of the Royal Economic Society
Journal of economic theory
88
Journal of risk and uncertainty : JRU
72
Economic theory : official journal of the Society for the Advancement of Economic Theory
65
Journal of mathematical economics
50
Theory and decision : an international journal for multidisciplinary advances in decision science
50
Economics letters
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Games and economic behavior
34
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Journal of economic behavior & organization : JEBO
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Working paper / National Bureau of Economic Research, Inc.
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CESifo working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Social choice and welfare
14
Discussion paper
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
12
Discussion paper / University of British Columbia, Department of Economics
12
Working papers / Department of Economics, The Johns Hopkins University
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Discussion paper series / University of Heidelberg, Department of Economics
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Europäische Hochschulschriften / 5
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Experimental economics : a journal of the Economic Science Association
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International economic review
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International journal of theoretical and applied finance
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NBER Working Paper
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NBER working paper series
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Discussion paper / Centre for Economic Policy Research
9
The American economic review
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Working papers / Innocenzo Gasparini Institute for Economic Research
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Working papers in economics and econometrics
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American journal of agricultural economics
8
CORE discussion paper : DP
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1
Nonmonotonic risk preferences over lottery comparison
Bi, Hongwei
;
Zhu, Wei
- In:
European journal of operational research : EJOR
303
(
2022
)
3
,
pp. 1458-1468
Persistent link: https://www.econbiz.de/10013366222
Saved in:
2
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
3
Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
Guo, Peijun
- In:
European journal of operational research : EJOR
276
(
2019
)
3
,
pp. 1034-1043
Persistent link: https://www.econbiz.de/10012003706
Saved in:
4
Second-order stochastic dominance constrained portfolio optimization : theory and computational tests
Kallio, Markku
;
Hardoroudi, Nasim Dehghan
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 675-685
Persistent link: https://www.econbiz.de/10011801909
Saved in:
5
Dynamic safety first expected utility model
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
Saved in:
6
What are asset demand tests of expected utility really testing?
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
The economic journal : the journal of the Royal …
127
(
2017
)
601
,
pp. 784-808
Persistent link: https://www.econbiz.de/10011757526
Saved in:
7
Attitudes to uncertainty in a strategic setting
Li, Zhihua
;
Loomes, Graham
;
Pogrebna, Ganna
- In:
The economic journal : the journal of the Royal …
127
(
2017
)
601
,
pp. 809-826
Persistent link: https://www.econbiz.de/10011757528
Saved in:
8
Consistent modeling of risk averse behavior with spectral risk measures : Wächter/Mazzoni revisited
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 394-399
Persistent link: https://www.econbiz.de/10011645033
Saved in:
9
Prudence with respect to ambiguity
Baillon, Aurélien
- In:
The economic journal : the journal of the Royal …
127
(
2017
)
604
,
pp. 1731-1755
Persistent link: https://www.econbiz.de/10011757824
Saved in:
10
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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