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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Nutzentheorie"
~subject:"Portfolio selection"
~subject:"Stochastic process"
~type:"article"
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Nutzentheorie
Portfolio selection
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Expected utility
32
Erwartungsnutzen
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23
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23
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14
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14
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9
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Rank-dependent expected utility
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Chudziak, J.
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Insurance / Mathematics & economics
Journal of mathematical economics
17
European journal of operational research : EJOR
13
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
Theory and decision : an international journal for multidisciplinary advances in decision science
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International journal of theoretical and applied finance
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Journal of risk and uncertainty : JRU
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
2
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:
3
On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 154-159
Persistent link: https://www.econbiz.de/10012419195
Saved in:
4
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:
5
Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
6
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
7
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
8
On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 243-246
Persistent link: https://www.econbiz.de/10011825485
Saved in:
9
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
10
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
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