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subject:"Theorie"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Bernoulli utility function"
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Theorie
Erwartungsnutzen
12
Expected utility
12
Theory
10
Portfolio selection
8
Portfolio-Management
8
Nutzen
3
Risikoaversion
3
Risk aversion
3
Stochastic process
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Friedman, Craig
2
Sandow, Sven
2
Basili, Marcello
1
Christensen, Morten Mosegaard
1
Escobar, Marcos
1
Fontini, Fulvio
1
Frittelli, Marco
1
Heyne, Gregor
1
Huang, Jinggang
1
Kallsen, Jan
1
Kupper, Michael
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Lichtenstern, Andreas
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Maggis, Marco
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Muhle-Karbe, Johannes
1
Musiela, Marek
1
Platen, Eckhard
1
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1
Tangpi, Ludovic
1
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International journal of theoretical and applied finance
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
Working paper
24
Insurance / Mathematics & economics
23
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
21
Journal of economic behavior & organization : JEBO
20
Mathematical social sciences
17
Working paper / National Bureau of Economic Research, Inc.
16
CESifo working papers
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
European journal of operational research : EJOR
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Social choice and welfare
14
Discussion paper
12
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
12
Discussion paper series / University of Heidelberg, Department of Economics
11
Europäische Hochschulschriften / 5
11
Experimental economics : a journal of the Economic Science Association
11
International economic review
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Risks : open access journal
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Finance : revue de l'Association Française de Finance
10
NBER Working Paper
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NBER working paper series
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The economic journal : the journal of the Royal Economic Society
10
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10
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9
The American economic review
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9
Working papers in economics and econometrics
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American journal of agricultural economics
8
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ECONIS (ZBW)
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1
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
2
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
3
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
4
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
5
Conditional certainty equivalent
Frittelli, Marco
;
Maggis, Marco
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10008908394
Saved in:
6
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
7
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
8
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang
;
Sandow, Sven
;
Friedman, Craig
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Saved in:
9
Model performance measures for expected utility maximizing investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
Saved in:
10
Ambiguity and portfolio inertia
Basili, Marcello
;
Fontini, Fulvio
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 785-795
Persistent link: https://www.econbiz.de/10001763182
Saved in:
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