Search Results - subject:"Cobb–Douglas utility function"

Valuing a change in a fishing site without collecting characteristics data on all fishing sites : a complete but minimal model

Morey, Edward R.; Breffle, William S. - In: American journal of agricultural economics 88 (2006) 1, pp. 150-161

Persistent link: https://www.econbiz.de/10003309607

On the nature of certainty equivalent functionals

Hennessy, David A.; Lapan, Harvey E. - In: Journal of mathematical economics 43 (2006) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10003407977

Endogenous private safety investment and the willingness to pay for mortality risk reductions

Liu, Liqun; Neilson, William - In: European economic review : EER 50 (2006) 8, pp. 2063-2074

Persistent link: https://www.econbiz.de/10003391893

Ambiguity aversion, robustness, and the variational representation of preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1447-1498

Persistent link: https://www.econbiz.de/10003392300

Financial equilibria in the semimartingale setting : complete markets and markets with withdrawel constraints

Žitković, Gordan - In: Finance and stochastics 10 (2006) 1, pp. 99-119

Persistent link: https://www.econbiz.de/10003234957

Optimal portfolio of low liquid assets with a log-utility function

Matsumoto, Koichi - In: Finance and stochastics 10 (2006) 1, pp. 121-145

Persistent link: https://www.econbiz.de/10003234960

Utility maximization under increasing risk aversion in one-period models

Cheridito, Patrick; Summer, Christopher - In: Finance and stochastics 10 (2006) 1, pp. 147-158

Persistent link: https://www.econbiz.de/10003234963

Measuring welfare effects in models with random coefficients

Meijer, Erik; Rouwendal, Jan - In: Journal of applied econometrics 21 (2006) 2, pp. 227-244

Persistent link: https://www.econbiz.de/10003310071

Joint production and price uncertainty : hypothesis tests

Alghalith, Moawia - In: Brussels economic review 49 (2006) 3, pp. 265-274

Persistent link: https://www.econbiz.de/10003726990

Utility Functions that Lead to the Likelihood Ratio as a Relative Model Performance Measure

Friedman, Craig A.; Sandow, Sven - 2006

In this paper, we adopt the point of view of a decision-maker who evaluates a probabilistic model based on the test-sample averaged utility of the expected-utility optimal strategy that the model suggests in a horse race setting. After briefly reviewing the basic properties of the resulting...

Persistent link: https://www.econbiz.de/10014060197

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