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  • Search: subject:"Kinked linear utility"
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Year of publication
Subject
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Prospect theory 3 Kinked linear utility 2 Linear programming 2 Nutzen 2 Portfolio optimization 2 Portfolio selection 2 Portfolio-Management 2 Prospect Theory 2 Utility 2 Anlageverhalten 1 Behavioural finance 1 Mathematical programming 1 Mathematische Optimierung 1 Nutzenfunktion 1 Portfolio choice 1 Utility function 1 kinked linear utility 1 mean variance 1 power utility 1 prospect theory 1
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Online availability
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Best, Michael J. 2 Grauer, Robert R. 2 Hlouskova, Jaroslava 2 Zhang, Xili 2 Best, Michael 1 Grauer, Robert 1
Published in...
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Computational Economics 1 Computational economics 1 The quarterly journal of finance 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Humans, econs and portfolio choice
Best, Michael J.; Grauer, Robert R. - In: The quarterly journal of finance 7 (2017) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011724091
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Loss-Aversion with Kinked Linear Utility Functions
Best, Michael; Grauer, Robert; Hlouskova, Jaroslava; … - In: Computational Economics 44 (2014) 1, pp. 45-65
-utility problem. First, we transform the non-differentiable kinked linear-utility problem into a higher dimensional, differentiable …
Persistent link: https://www.econbiz.de/10010866839
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Cover Image
Loss-aversion with kinked linear utility functions
Best, Michael J.; Grauer, Robert R.; Hlouskova, Jaroslava; … - In: Computational economics 44 (2014) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10010396232
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