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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Mathematics and financial economics"
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Erwartungsnutzen
24
Expected utility
24
Theorie
19
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Decision under uncertainty
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Portfolio selection
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Europäische Hochschulschriften / 5
Mathematics and financial economics
Journal of economic theory
115
Theory and decision : an international journal for multidisciplinary advances in decision science
111
Journal of risk and uncertainty : JRU
100
Journal of mathematical economics
93
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Economic theory
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SpringerLink / Bücher
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The American economic review
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Theoretical economics : TE ; an open access journal in economic theory
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American journal of agricultural economics
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Discussion paper / Centre for Economic Policy Research
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
2
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
3
Symmetry axioms and perceived ambiguity
Klibanoff, Peter
;
Mukerji, Sujoy
;
Seo, Kyoungwon
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011963283
Saved in:
4
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
Saved in:
5
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Veraguas, Julio Backhoff
;
Silva, Francisco J.
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10011963865
Saved in:
6
Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
Chamorro, Arritokieta
;
Usategui, José María
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 475-493
Persistent link: https://www.econbiz.de/10011963874
Saved in:
7
Additive portfolio improvement and utility-efficient payoffs
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 241-262
Persistent link: https://www.econbiz.de/10011900543
Saved in:
8
Cost-efficient contingent claims with market frictions
Ghossoub, Mario
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10011446032
Saved in:
9
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
10
Multi-stock portfolio optimization under prospect theory
Pirvu, Traian A.
;
Schulze, Klaas
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 337-362
Persistent link: https://www.econbiz.de/10009623555
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