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~subject:"Utility function"
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Utility function
Theorie
9
Theory
9
Intertemporal choice
7
Intertemporale Entscheidung
7
Nutzenfunktion
7
Portfolio selection
6
Portfolio-Management
6
Incomplete market
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Nutzen
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Unvollkommener Markt
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Utility
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Consumption theory
2
Dynamic programming
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Dynamische Optimierung
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Erwartungsnutzen
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Expected utility
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Konsumtheorie
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Nutzentheorie
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Präferenztheorie
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Risikopräferenz
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Stochastic process
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Stochastischer Prozess
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Theory of preferences
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Utility theory
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Age-dependent risk aversion
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Allocative efficiency
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Allokationseffizienz
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Certainty equivalent
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Collective utility function
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Conditional preferences
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Consumer behaviour
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Consumer demand theory
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Malamud, Semyon
2
Trubowitz, Eugene
2
Branger, Nicole
1
Chen, An
1
Davis, Mark H. A.
1
Lichtenstern, Andreas
1
Mahayni, Antje
1
Nguyen, Thai
1
Pennanen, Teemu
1
Perkkiö, Ari-Pekka
1
Rudloff, Birgit
1
Rásonyi, Miklós
1
Shevchenko, Pavel V.
1
Ulus, Firdevs
1
Wüthrich, Mario V.
1
Yoshikawa, Daisuke
1
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Mathematics and financial economics
Journal of mathematical economics
55
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
Economics letters
45
Journal of economic theory
38
European journal of operational research : EJOR
23
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
Social choice and welfare
19
Mathematical social sciences
18
NBER Working Paper
17
Discussion paper / Centre for Economic Policy Research
16
Journal of risk and uncertainty : JRU
16
Theory and decision : an international journal for multidisciplinary advances in decision science
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Constructing and applying objective functions : proceedings of the Fourth International Conference on Econometric Decision Models Constructing and Applying Objective Functions, University of Hagen, held in Haus Nordhelle, August 28 - 31, 2000
13
Discussion paper series / IZA
12
Finance and stochastics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The review of economics and statistics
12
CESifo working papers
11
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
11
International economic review
10
Journal of economic behavior & organization : JEBO
10
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
10
Economics bulletin : EB
9
Journal of economics
9
Cowles Foundation discussion paper
8
Discussion paper / University of British Columbia, Department of Economics
8
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
8
Games and economic behavior
8
Journal of public economic theory
8
Macroeconomic dynamics
8
The journal of socio-economics
8
Applied economics
7
Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, University of Hagen, held in Katholische Akademie Schwerte, September 5 - 8, 1995
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
IZA Discussion Paper
7
Journal of economic dynamics & control
7
Mathematics of operations research
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ECONIS (ZBW)
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1
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
2
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
Saved in:
3
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
4
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
Saved in:
5
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Saved in:
6
Indifference pricing for CRRA utilities
Malamud, Semyon
;
Trubowitz, Eugene
;
Wüthrich, Mario V.
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10009754856
Saved in:
7
The structure of optimal consumption streams in general incomplete markets
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 129-161
Persistent link: https://www.econbiz.de/10003591561
Saved in:
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