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~isPartOf:"Theoretical economics letters"
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Search: subject_exact:"Von Neumann-Morgenstern utility function"
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1
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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2
G-expected utility maximization with ambiguous equicorrelation
Pun, Chi Seng
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10012483830
Saved in:
3
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
4
Screening agents in belief eliciting mechanisms
Chawan, Vinaysingh
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 783-788
Persistent link: https://www.econbiz.de/10011582493
Saved in:
5
Combining expected utility and weighted Gini-Simpson index into a non-expected utility device
Casquilho, José Pinto
- In:
Theoretical economics letters
5
(
2015
)
2
,
pp. 185-195
Persistent link: https://www.econbiz.de/10011392603
Saved in:
6
A general criterion of choice, with discussion of Borch paradox
Frosini, Benito V.
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 691-696
Persistent link: https://www.econbiz.de/10010531280
Saved in:
7
Eliciting probabilities, means, medians, variances and covariances without assuming risk neutrality
Schlag, Karl H.
;
Weele, Joël J. van der
- In:
Theoretical economics letters
3
(
2013
)
1
,
pp. 38-42
Persistent link: https://www.econbiz.de/10010239039
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