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  • Search: subject:"Isoelastic utility"
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Year of publication
Subject
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Nutzen 2 Utility 2 changing volatility 2 isoelastic utility functions 2 real options 2 start-up valuation 2 trinomial 2 variable risk aversion 2 CAPM 1 Coalition 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Game theory 1 Genetic Algorithms 1 Grenzüberschreitende Umweltbelastung 1 Higher moments 1 Hybrid Networks 1 International agreements 1 International environmental agreement 1 International environmental policy 1 Internationale Umweltpolitik 1 Isoelastic Utility finction 1 Isoelastic utility 1 Jordan-Elman Neural Networks 1 Koalition 1 MLP 1 Mathematical programming 1 Mathematische Optimierung 1 Neural networks 1 Neuronale Netze 1 Nutzentheorie 1 Portfolio Optimization 1 Portfolio selection 1 Portfolio-Management 1 Präferenztheorie 1 Quadratic damage function 1 Recurrent Neural Networks 1 Risiko 1 Risk 1 Spieltheorie 1
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Online availability
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Free 3 Undetermined 2 CC license 1
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 1
Language
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English 3 Spanish 3
Author
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Milanesi, Gastón 2 Eleftheriadis, Iordanis 1 Gallardo, Encarnación Macarena Parrado 1 Gavilán, María Dolores Sarrión 1 Loukeris, Nikolaos 1 Nkuiya, Bruno 1 Olmedo, Luis José Imedio 1 Vanden, Joel M. 1
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Published in...
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Corporate ownership & control : international scientific journal 1 Hacienda Pública Española 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Resource and energy economics 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1
Source
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ECONIS (ZBW) 4 EconStor 1 RePEc 1
Showing 1 - 6 of 6
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Valuation model with real options, trinomial lattice, changing volatility, bias and isoelastic utility functions
Milanesi, Gastón - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 257-273
is proposed, incorporating trinomial lattice, changing volatility, isoelastic utility function and variable risk aversion …
Persistent link: https://www.econbiz.de/10014494566
Saved in:
Cover Image
Valuation model with real options, trinomial lattice, changing volatility, bias and isoelastic utility functions
Milanesi, Gastón - In: Revista de métodos cuantitativos para la economía y … 32 (2021), pp. 257-273
is proposed, incorporating trinomial lattice, changing volatility, isoelastic utility function and variable risk aversion …
Persistent link: https://www.econbiz.de/10012796289
Saved in:
Cover Image
Stability of international environmental agreements under isoelastic utility
Nkuiya, Bruno - In: Resource and energy economics 59 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012511172
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Control of corporate ownership in the Evolutional Portfolio Intelligent Complex Optimization (EPICO) model
Loukeris, Nikolaos; Eleftheriadis, Iordanis - In: Corporate ownership & control : international … 14 (2016/2017) 4, pp. 301-313
Persistent link: https://www.econbiz.de/10011798383
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General properties of isoelastic utility economies
Vanden, Joel M. - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 187-219
Persistent link: https://www.econbiz.de/10011347232
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Horizontal equity, equal progression: an utilitarian approach
Olmedo, Luis José Imedio; Gallardo, Encarnación … - In: Hacienda Pública Española (2005) 3, pp. 87-115
case of isoelastic utility functions. …
Persistent link: https://www.econbiz.de/10005770903
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