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  • Search: subject:"Stochastic Differential Utility"
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Year of publication
Subject
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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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Online availability
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Undetermined 21 Free 17 CC license 1
Type of publication
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Article 29 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 13 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8
Language
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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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Institution
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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
Published in...
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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 2 Annals of Economics and Finance 1 Annals of Finance 1 Annals of finance 1 Center for Mathematical Economics Working Papers 1 Computational Economics 1 Computational economics 1 Discussion paper / Tinbergen Institute 1 Discussion papers / CEPR 1 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 1 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 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
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Source
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ECONIS (ZBW) 28 RePEc 13 EconStor 5
Showing 41 - 46 of 46
Cover Image
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
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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
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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
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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
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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
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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
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