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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mathematische Optimierung"
~subject:"Offenbarte Präferenzen"
~subject:"Stochastischer Prozess"
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Mathematische Optimierung
Offenbarte Präferenzen
Stochastischer Prozess
Nutzenfunktion
23
Utility function
23
Theorie
13
Theory
13
Portfolio selection
10
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10
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7
Utility
7
Mathematical programming
5
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Utility functions
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Bansal, Manish
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Bodnar, Taras
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Dias, Luís C.
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Parolya, Nestor
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European journal of operational research : EJOR
Economic theory : official journal of the Society for the Advancement of Economic Theory
7
Constructing and applying objective functions : proceedings of the Fourth International Conference on Econometric Decision Models Constructing and Applying Objective Functions, University of Hagen, held in Haus Nordhelle, August 28 - 31, 2000
6
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
5
Journal of economic theory
5
Journal of mathematical economics
4
CESifo Working Paper Series
3
Computational economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of revenue management : IJRM
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
3
CESifo working papers
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Czech economic review : acta Universitatis Carolinae oeconomica
2
Discussion papers / University of Leicester, Department of Economics
2
Finance and stochastics
2
Journal of mathematical finance
2
Lecture notes in economics and mathematical systems : LNEMS
2
Mathematics and financial economics
2
Mathematics of operations research
2
NBER working paper series
2
Paper / Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University
2
Risks : open access journal
2
SpringerBriefs in Economics
2
SpringerLink / Bücher
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
Working paper / Indian Institute of Management, Ahmedabad
2
Working papers in economics
2
Agréger, répartir, échanger : la valeur d'Aristote à Saffra Shapley et Debreu
1
American economic journal : a journal of the American Economic Association
1
American journal of agricultural economics
1
Applied financial economics
1
Berichte aus der Mathematik
1
CAEPR working papers
1
Computers & Operations Research
1
Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, University of Hagen, held in Katholische Akademie Schwerte, September 5 - 8, 1995
1
Cowles Foundation discussion paper
1
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ECONIS (ZBW)
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1
On generating utility functions in Stochastic Multicriteria Acceptability Analysis
Dias, Luís C.
;
Vetschera, Rudolf
- In:
European journal of operational research : EJOR
278
(
2019
)
2
,
pp. 672-685
Persistent link: https://www.econbiz.de/10012102572
Saved in:
2
Robust decision making using a general utility set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
3
Portfolio optimization with disutility-based risk measure
Fulga, Cristinca
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
Saved in:
4
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
5
House selection via the internet by considering homebuyers' risk attitudes with S-shaped utility functions
Ho, Hui-Ping
;
Chang, Ching-Ter
;
Ku, Cheng-Yuan
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 188-201
Persistent link: https://www.econbiz.de/10010486880
Saved in:
6
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Saved in:
7
Multi-choice goal programming with utility functions
Chang, Ching-ter
- In:
European journal of operational research : EJOR
215
(
2011
)
2
,
pp. 439-445
Persistent link: https://www.econbiz.de/10009302761
Saved in:
8
Portfolio selection in stochastic markets with HARA utility functions
Çanakoğlu, Ethem
;
Özekici, Süleyman
- In:
European journal of operational research : EJOR
201
(
2010
)
2
,
pp. 520-536
Persistent link: https://www.econbiz.de/10003924825
Saved in:
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