Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Exponential utility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Exponential utility
42
exponential utility
37
Theorie
36
Theory
35
Portfolio selection
27
Portfolio-Management
27
Nutzen
26
Nutzenfunktion
25
Utility function
25
Utility
24
Risikoaversion
17
Risk aversion
17
Stochastic process
15
Stochastischer Prozess
15
Expected utility
14
Risiko
13
Risk
13
Erwartungsnutzen
12
Option pricing theory
12
Optionspreistheorie
12
certainty equivalent
11
risk management
11
Risk management
9
CAPM
8
Risikomanagement
8
households
8
risk
8
Decision
7
Entscheidung
7
Markov chain
7
Markov-Kette
7
Risikomodell
7
Risk model
7
CARA
6
CRRA
6
Equilibrium theory
6
Gleichgewichtstheorie
6
Hedging
6
Power utility
6
Stochastic control
6
more ...
less ...
Online availability
All
Undetermined
45
Free
33
Type of publication
All
Article
71
Book / Working Paper
31
Other
1
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Working Paper
17
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Article
1
more ...
less ...
Language
All
English
72
Undetermined
31
Author
All
Fritsche, Ulrich
8
Cavazos-Cadena, Rolando
7
Fujii, Masaaki
6
Ikefuji, Masako
5
Muris, Chris
5
Sekine, Masashi
5
Groessl, Ingrid
4
Größl, Ingrid
4
Laeven, Roger
4
Magnus, Jan
3
Magnus, Jan R.
3
Schmeck, Maren Diane
3
Schmidli, Hanspeter
3
Barz, C.
2
Bedoui, Rihab
2
BenMabrouk, Houda
2
Bodnar, Taras
2
Cooper, Joseph C.
2
Cotter, John
2
Cruz-Suárez, Hugo
2
Davis, Mark H. A.
2
Desmettre, Sascha
2
Dowd, Kevin
2
Fernández, Begoña
2
Fernández-Gaucherand, Emmanuel
2
Frei, Christoph
2
Hdhiri, Ibtissam
2
Hernández-Hernández, Daniel
2
Horst, Ulrich
2
Karouf, Monia
2
Kupper, Michael
2
Laeven, R.J.A.
2
Laeven, Roger J. A.
2
Macrina, Andrea
2
Mainberger, Christoph
2
Mania, Michael
2
Meda, Ana
2
Muhle-Karbe, Johannes
2
Rieder, Ulrich
2
Saavedra, Patricia
2
more ...
less ...
Institution
All
Fachbereich Sozialökonomie, Universität Hamburg
2
HAL
2
Tilburg University, Center for Economic Research
2
Agricultural and Applied Economics Association - AAEA
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Finrisk
1
Geary Institute, University College Dublin
1
International Centre for Economic Research (ICER)
1
Swiss National Centre of Competence in Research North South <Bern>
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Insurance
6
Computational Statistics
5
Mathematical Methods of Operations Research
5
Mathematics of operations research
4
Astin bulletin : the journal of the International Actuarial Association
3
CARF working paper
3
CIRJE discussion papers / F series
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series
2
DEP discussion papers : macroeconomics and finance series
2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion Paper / Tilburg University, Center for Economic Research
2
FINRISK Working Paper Series
2
Finance and Stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Macroeconomics and Finance Series
2
Mathematical methods of operations research : ZOR
2
RAIRO
2
Working Papers / HAL
2
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
1
Annals of Finance
1
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Center for Mathematical Economics Working Papers
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Computational Management Science : CMS
1
Computational economics
1
Czech Economic Review
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
DIW Discussion Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion Papers of DIW Berlin
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Discussion paper / Tinbergen Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
RePEc
36
EconStor
7
USB Cologne (business full texts)
2
BASE
1
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-field equilibrium price formation with
exponential
utility
Fujii, Masaaki
;
Sekine, Masashi
-
2025
-
This version: January 6, 2025
Persistent link: https://www.econbiz.de/10015164456
Saved in:
2
Optimal liquidation with high risk aversion and small linear price impact
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 183-198
Persistent link: https://www.econbiz.de/10015044793
Saved in:
3
Mean-field price formation on trees
Fujii, Masaaki
-
2025
Persistent link: https://www.econbiz.de/10015492642
Saved in:
4
Equilibrium investment with random risk aversion
Desmettre, Sascha
;
Steffensen, Mogens
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 946-975
Persistent link: https://www.econbiz.de/10014329920
Saved in:
5
Approximate solutions to constrained risk-sensitive Markov decision processes
Kumar, Uday M.
;
Bhat, Sanjay P.
;
Kavitha, Veeraruna
; …
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 249-267
Persistent link: https://www.econbiz.de/10014339827
Saved in:
6
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543349
Saved in:
7
On the functional equivalence of two perfectly competitive economies with negative
exponential
utility
and linear utility with a quadratic holding cost
Lou, Youcheng
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 239-245
Persistent link: https://www.econbiz.de/10014328921
Saved in:
8
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543859
Saved in:
9
Mean-field equilibrium price formation with
exponential
utility
Fujii, Masaaki
;
Sekine, Masashi
-
2023
Persistent link: https://www.econbiz.de/10014288990
Saved in:
10
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10014334626
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
