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  • Search: subject:"Constant relative risk aversion (CRRA) utility"
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Black-Scholes pricing 1 Constant relative risk aversion (CRRA) utility 1 Decision 1 Decision under risk 1 Derivat 1 Derivative 1 Entscheidung 1 Entscheidung unter Risiko 1 Erwartungsnutzen 1 Expected utility 1 Expected utility theory 1 Nutzen 1 Nutzenfunktion 1 Optimal derivative choice 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Theorie 1 Theory 1 Utility 1 Utility function 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Davison, Matt 1 Escobar, Marcos 1 Zhu, Yichen 1
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Annals of finance 1
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Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos; Davison, Matt; Zhu, Yichen - In: Annals of finance 18 (2022) 2, pp. 217-246
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