EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Expected utility maximization"
Narrow search

Narrow search

Year of publication
Subject
All
Erwartungsnutzen 24 Expected utility 23 Theorie 21 Expected utility maximization 20 Theory 20 expected utility maximization 15 Portfolio selection 14 Portfolio-Management 14 Risikoaversion 10 Risk aversion 9 Nutzen 8 Stochastic process 8 Stochastischer Prozess 8 Utility 8 expected-utility maximization 7 Almost stochastic dominance 5 Eigeninteresse 5 Risiko 5 Risk 5 Self-interest 5 risk aversion 5 Dominanztest 4 Expected-utility maximization 4 Mathematical programming 4 Mathematische Optimierung 4 Stochastic dominance test 4 portfolio selection 4 Anlageverhalten 3 Behavioural finance 3 CAPM 3 Expected Utility Maximization 3 Experiment 3 Hierarchy property 3 Mean-variance approach 3 Nutzenfunktion 3 Offenbarte Präferenzen 3 Revealed preferences 3 Risikomanagement 3 Risk management 3 Sharpe ratio 3
more ... less ...
Online availability
All
Undetermined 25 Free 18
Type of publication
All
Article 38 Book / Working Paper 16
Type of publication (narrower categories)
All
Article in journal 22 Aufsatz in Zeitschrift 22 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Arbeitspapier 2 Article 1 Aufsatz im Buch 1 Book section 1 review-article 1
more ... less ...
Language
All
English 33 Undetermined 20 Czech 1
Author
All
Guo, Xu 8 Wong, Wing Keung 5 Zhu, Lixing 5 Wong, Wing-Keung 4 Anufriev, Mikhail 3 Chan, Raymond H. 3 Cherchye, Laurens 3 Clark, Ephraim 3 Demuynck, Thomas 3 Freer, Mikhail 3 Platen, Eckhard 3 Rock, Bram de 3 Vigna, Elena 3 Zhu, Xuehu 3 Azar, Samih Antoine 2 Cui, Xiangyu 2 Escalante, Cesar L. 2 Gao, Jianjun 2 Jaspersen, Johannes G. 2 Karaguezian-Haddad, Vera 2 Li, Duan 2 Li, Xun 2 Nganje, William 2 Runggaldier, Wolfgang 2 Scott, Jason S. 2 Tsionas, Efthymios G. 2 Turvey, Calum G. 2 Watson, John G. 2 Appelbaum, Elie 1 Attaoui, Sami 1 Borzadaran, G. Mohtashami 1 Chang, Jow-Ran 1 Chuang, Chung-Chu 1 Chuang, Shuo-Li 1 Cui, Yan 1 Dessouky, Maged 1 Elliott, Robert J. 1 Feng, Yun 1 Fu, Lunce 1 Galinsky, Adam D. 1
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Collegio Carlo Alberto, Università degli Studi di Torino 2 Finance Discipline Group, Business School 2 Bank of Greece 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Department of Economics, York University 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1
more ... less ...
Published in...
All
European journal of operational research : EJOR 4 MPRA Paper 4 Agricultural Finance Review 2 Carlo Alberto Notebooks 2 Economics Letters 2 Economics letters 2 European Journal of Operational Research 2 International review of economics & finance : IREF 2 Journal of mathematical economics 2 Quantitative finance 2 Research Paper Series / Finance Discipline Group, Business School 2 Annals of financial economics 1 Applied economics 1 Asia Pacific financial markets 1 Asia-Pacific Financial Markets 1 CeRP Working Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Czech Journal of Economics and Finance (Finance a uver) 1 Decision making and risk/return optimization in financial economics 1 Discussion paper series 1 ECARES working paper 1 ECG report 1 Finance research letters 1 International journal of theoretical and applied finance 1 Journal of Agricultural and Applied Economics 1 Journal of Financial Transformation 1 Journal of Mathematical Economics 1 LEM Papers Series 1 LEM Working Paper Series 1 Management Science 1 Mathematical methods of operations research 1 Quantitative Finance 1 RAIRO / Operations research 1 Research in organizational behavior : an annual series of analytical essays and critical reviews 1 Risk management : a journal of risk, crisis and disaster 1 Theory and Decision 1 Working Papers / Bank of Greece 1 Working Papers / Department of Economics, York University 1
more ... less ...
Source
All
ECONIS (ZBW) 26 RePEc 25 EconStor 2 Other ZBW resources 1
Showing 1 - 10 of 54
Cover Image
The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
Saved in:
Cover Image
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning; Zhu, Song-Ping; Elliott, Robert J. - In: Quantitative finance 23 (2023) 6, pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Saved in:
Cover Image
New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020
Persistent link: https://www.econbiz.de/10012384554
Saved in:
Cover Image
Revealed preference analysis of expected utility maximization under prizeprobability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2019
Persistent link: https://www.econbiz.de/10012244058
Saved in:
Cover Image
Revealed preference analysis of expected utility maximization under prize-probability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2019
Persistent link: https://www.econbiz.de/10012179628
Saved in:
Cover Image
Revealed preference analysis of expected utility maximization under prize-probability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - In: Journal of mathematical economics 99 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013365544
Saved in:
Cover Image
Optimal pair-trade execution with generalized cross-impact
Ohnishi, Masamitsu; Shimoshimizu, Makoto - In: Asia Pacific financial markets 29 (2022) 2, pp. 253-289
Persistent link: https://www.econbiz.de/10013260071
Saved in:
Cover Image
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Ken Seng Tan - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
Saved in:
Cover Image
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
Cover Image
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:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...