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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Nutzenfunktion"
~subject:"Theory of preferences"
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Nutzenfunktion
Theory of preferences
Risk aversion
69
Risikoaversion
68
Theorie
43
Theory
43
Risiko
25
Risk
25
Portfolio selection
20
Portfolio-Management
20
Risikomodell
12
Risk model
12
Finanzmathematik
10
Loss aversion
10
Mathematical finance
10
Erwartungsnutzen
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Expected utility
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Stochastic process
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Stochastischer Prozess
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Decision under risk
8
Decision under uncertainty
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Entscheidung unter Risiko
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Entscheidung unter Unsicherheit
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Prospect Theory
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Prospect theory
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Utility function
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Altersvorsorge
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Anlageverhalten
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Behavioural finance
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Insolvency
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Retirement provision
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Risikomaß
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Risk measure
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Actuarial mathematics
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Wang, Jianli
2
Arai, Takuji
1
Asano, Takao
1
Bouchard, Bruno
1
De Giorgi, Enrico
1
Desmettre, Sascha
1
Kabanov, Jurij M.
1
Liu, Liqun
1
Maggi, Mario Alessandro
1
Magnani, Umberto
1
Mahmoud, Ola
1
Menegatti, Mario
1
Neilson, William
1
Nishide, Katsumasa
1
Spreeuw, Jaap
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Touzi, Nizar
1
Wakker, Peter P.
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Wang, Hongxia
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Yang, Jingni
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Yick, Ho Yin
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Insurance / Mathematics & economics
Economic theory : official journal of the Society for the Advancement of Economic Theory
18
Journal of mathematical economics
16
Economics letters
15
Journal of economic theory
15
Discussion paper series / IZA
14
Journal of economic behavior & organization : JEBO
14
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Theory and decision : an international journal for multidisciplinary advances in decision science
11
CESifo working papers
9
Discussion paper / Centre for Economic Policy Research
8
Journal of risk and uncertainty : JRU
7
Theoretical economics : TE ; an open access journal in economic theory
7
Working paper / National Bureau of Economic Research, Inc.
7
European journal of operational research : EJOR
6
NBER working paper series
6
Applied economics
5
Discussion paper / Tinbergen Institute
5
Games and economic behavior
5
IZA Discussion Paper
5
Journal of economic psychology : research in economic psychology and behavioral economics
5
Theoretical economics : TE ; journal of the Econometric Society
5
Working papers
5
Discussion paper
4
Experimental economics : a journal of the Economic Science Association
4
Journal of public economics
4
NBER Working Paper
4
SFB 649 discussion paper
4
Working paper
4
Atlantic economic journal : AEJ
3
Boston College working papers in economics
3
Economic theory bulletin
3
European economic review : EER
3
Finance and stochastics
3
Finance research letters
3
Journal of economic dynamics & control
3
Journal of economics
3
Journal of risk
3
Journal of the European Economic Association
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ECONIS (ZBW)
9
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1
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
Saved in:
2
The participation puzzle with reference-dependent expected utility preferences
Wang, Jianli
;
Liu, Liqun
;
Neilson, William
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 278-287
Persistent link: https://www.econbiz.de/10012294134
Saved in:
3
How do changes in risk and risk aversion affect self-protection with Selden/Kreps : Porteus preferences?
Wang, Jianli
;
Wang, Hongxia
;
Yick, Ho Yin
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012105352
Saved in:
4
Optimal initial capital induced by the optimized certainty equivalent
Arai, Takuji
;
Asano, Takao
;
Nishide, Katsumasa
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011990619
Saved in:
5
Diversification preferences in the theory of choice
De Giorgi, Enrico
;
Mahmoud, Ola
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 143-174
Persistent link: https://www.econbiz.de/10011642426
Saved in:
6
Archimedean copulas derived from utility functions
Spreeuw, Jaap
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 235-242
Persistent link: https://www.econbiz.de/10010470021
Saved in:
7
Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10009656923
Saved in:
8
On the relationship between absolute prudence and absolute risk aversion
Maggi, Mario Alessandro
;
Magnani, Umberto
;
Menegatti, Mario
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10003835682
Saved in:
9
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
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