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Search: subject:"Stochastic Differential Utility"
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Stochastic differential utility
27
Nutzen
21
Theorie
21
Utility
21
Theory
20
Risiko
16
Risk
16
Stochastischer Prozess
16
Stochastic process
15
Portfolio selection
13
Portfolio-Management
13
stochastic differential utility
10
CAPM
8
Nutzenfunktion
8
Utility function
8
Risikoaversion
7
Risk aversion
7
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
recursive utility
6
Asset pricing
5
Recursive utility
5
Analysis
4
Climate change
4
Greenhouse gas emissions
4
Intertemporal choice
4
Intertemporale Entscheidung
4
Klimawandel
4
Mathematical analysis
4
Social costs
4
Soziale Kosten
4
Stochastic Differential Utility
4
Treibhausgas-Emissionen
4
Ambiguity Aversion
3
Ambiguity aversion
3
Climate Change
3
Climate change economics
3
Consumption theory
3
Discounting
3
Diskontierung
3
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Undetermined
21
Free
17
CC license
1
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Article
29
Book / Working Paper
17
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Article in journal
20
Aufsatz in Zeitschrift
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Working Paper
13
Arbeitspapier
8
Graue Literatur
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Non-commercial literature
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English
35
Undetermined
11
Author
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Kraft, Holger
11
Seifried, Frank Thomas
8
Hambel, Christoph
3
Nakamura, Nobuhiro
3
Schwartz, Eduardo S.
3
Seiferling, Thomas
3
Suzuki, Masataka
3
Beißner, Patrick
2
Campani, Carlos Heitor
2
Chen, Yu
2
Dianetti, Jodi
2
Garcia, René
2
Herdegen, Martin
2
Hobson, David G.
2
Jeong, Daehee
2
Jerome, Joseph
2
Kelly, Peter
2
Kim, Hwagyun
2
Kusuda, Koji
2
Olijslagers, Stan
2
Park, Joon Y.
2
Riedel, Frank
2
Stanza, Lorenzo
2
Wijnbergen, Sweder van
2
Antonelli, Fabio
1
Barut, Yasar N.
1
Batbold, Bolorsuvd
1
Caravello, Tomás E.
1
Choi, Kyoung Jin
1
Cosimano, Thomas
1
Cosimano, Thomas F.
1
Driffill, John
1
Han, Nan-Wei
1
Himonas, Alex
1
Himonas, Alex A.
1
Hung, Mao-Wei
1
Jang, Bong-Gyu
1
Kashiwabara, Akira
1
Kenç, Turalay
1
Kikuchi, Kentaro
1
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Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
2
EconWPA
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
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Asia-Pacific Financial Markets
4
Finance and stochastics
3
Journal of economic dynamics & control
3
SAFE Working Paper
3
SAFE working paper
3
Discussion paper series : discussion paper
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics and financial economics
2
SAFE Working Paper Series
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Annals of Economics and Finance
1
Annals of Finance
1
Annals of finance
1
Center for Mathematical Economics Working Papers
1
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Economic Theory
1
European economic review : EER
1
European journal of operational research : EJOR
1
Finance
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of Financial Economics
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper
1
Working Paper Series: Finance & Accounting
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
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ECONIS (ZBW)
28
RePEc
13
EconStor
5
Showing
41
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46
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46
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41
Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
Kashiwabara, Akira
;
Nakamura, Nobuhiro
- In:
Asia-Pacific Financial Markets
18
(
2011
)
2
,
pp. 131-150
Persistent link: https://www.econbiz.de/10009150530
Saved in:
42
Macroeconomic Implications of Term Structures of Interest Rates Under
Stochastic
Differential
Utility
with Non-Unitary EIS
Nakamura, Hisashi
;
Nozawa, Wataru
;
Takahashi, Akihiko
- In:
Asia-Pacific Financial Markets
16
(
2009
)
3
,
pp. 231-263
Persistent link: https://www.econbiz.de/10004976853
Saved in:
43
Optimal risk transfer and investment policies based upon stochastic differential utilities
Nakamura, Nobuhiro
- In:
Asia-Pacific Financial Markets
12
(
2005
)
4
,
pp. 375-403
Persistent link: https://www.econbiz.de/10005727045
Saved in:
44
On the viscosity solutions of a
stochastic
differential
utility
problem
Antonelli, Fabio
;
Pascucci, Andrea
-
EconWPA
-
2005
We prove existence, uniqueness and gradient estimates of
stochastic
differential
utility
as a solution of the Cauchy …
Persistent link: https://www.econbiz.de/10005561697
Saved in:
45
Numerical Approach to Asset Pricing Models with
Stochastic
Differential
Utility
Nakamura, Nobuhiro
- In:
Asia-Pacific Financial Markets
11
(
2004
)
3
,
pp. 267-300
Persistent link: https://www.econbiz.de/10005810976
Saved in:
46
Existence and efficiency of equilibrium in infinite economies with finite aggregate wealth
Barut, Yasar N.
- In:
Economic Theory
15
(
2000
)
2
,
pp. 319-337
results by employing
Stochastic
Differential
Utility
as the utility of each consumer in an infinite horizon model. …
Persistent link: https://www.econbiz.de/10005753171
Saved in:
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