EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Utility Maximization"
Narrow search

Narrow search

Year of publication
Subject
All
Utility maximization 206 utility maximization 177 Theorie 142 Theory 133 Portfolio selection 116 Portfolio-Management 115 Nutzenmaximierung 82 Erwartungsnutzen 54 Stochastischer Prozess 54 Expected utility 53 Stochastic process 53 Mathematical programming 52 Mathematische Optimierung 52 Nutzen 52 Utility 51 Nutzenfunktion 33 Utility function 33 Risiko 31 Risk 31 Eigeninteresse 30 Option pricing theory 29 Optionspreistheorie 29 Konsumentenverhalten 27 Self-interest 27 Consumer behaviour 26 Expected utility maximization 21 Offenbarte Präferenzen 20 Präferenztheorie 20 Revealed preferences 20 Risk aversion 20 Transaction costs 20 Hedging 19 Risikoaversion 19 Theory of preferences 19 Decision under uncertainty 18 Entscheidung unter Unsicherheit 18 Incomplete market 15 expected utility maximization 15 Consumption theory 14 Konsumtheorie 14
more ... less ...
Online availability
All
Undetermined 256 Free 205 CC license 8
Type of publication
All
Article 350 Book / Working Paper 216 Other 1
Type of publication (narrower categories)
All
Article in journal 199 Aufsatz in Zeitschrift 199 Working Paper 75 Graue Literatur 52 Non-commercial literature 52 Arbeitspapier 49 Hochschulschrift 16 Article 14 Thesis 13 Aufsatz im Buch 8 Book section 8 Dissertation u.a. Prüfungsschriften 5 research-article 3 Bibliografie enthalten 1 Bibliography included 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Research Report 1 Sammelwerk 1 Sammlung 1 review-article 1
more ... less ...
Language
All
English 353 Undetermined 191 German 20 Czech 1 Spanish 1 Serbian 1
Author
All
Manzini, Paola 11 Mariotti, Marco 11 Guo, Xu 10 Imkeller, Peter 10 Sass, Jörn 9 Grossmann, Martin 8 Jouini, Elyès 7 Kraft, Holger 7 Wong, Wing Keung 7 Hildebrandt, Lutz 6 Polisson, Matthew 6 Zagst, Rudi 6 Amendinger, Jürgen 5 Bayraktar, Erhan 5 Bouchard, Bruno 5 Cherchye, Laurens 5 Clark, Ephraim 5 Demuynck, Thomas 5 Mandler, Michael 5 Platen, Eckhard 5 Porte, Vincent 5 Rock, Bram de 5 Schweizer, Martin 5 Seifried, Frank Thomas 5 Wong, Wing-Keung 5 Zhu, Lixing 5 Ankirchner, Stefan 4 Becherer, Dirk 4 Chen, An 4 Chevalier, Etienne 4 Chorus, Caspar 4 Escobar, Marcos 4 Franses, Philip Hans 4 Grunberg, Bastian 4 Heufer, Jan 4 Kardaras, Constantinos 4 Kitromilides, Yiannis 4 Lang, Markus 4 Larsen, Kasper 4 Leung, Tim 4
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 15 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 8 Université Paris-Dauphine (Paris IX) 8 HAL 7 Collegio Carlo Alberto, Università degli Studi di Torino 4 Finance Discipline Group, Business School 4 Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 National Bureau of Economic Research 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 EconWPA 2 Institute for the Study of Labor (IZA) 2 Institute of Economic Research, Hitotsubashi University 2 International Centre for Economic Research (ICER) 2 London School of Economics (LSE) 2 National Graduate Institute for Policy Studies (GRIPS) 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 Bank of Greece 1 Center for Financial Studies 1 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Columbia University / Department of Economics 1 Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales 1 Department of Agricultural, Food and Resource Economics, Michigan State University 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Leicester University 1 Department of Economics, University of Victoria 1 Department of Economics, York University 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Economics Department, University of California-Davis 1 Economics Department, Wesleyan University 1 Facultad de Economía y Empresa, Universidad de Murcia 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institut für Weltwirtschaft (IfW) 1 International Association of Sport Economists - IASE 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 North American Association of Sports Economists - NAASE 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Economics and Finance, Queen Mary 1
more ... less ...
Published in...
All
Finance and Stochastics 18 MPRA Paper 15 International Journal of Theoretical and Applied Finance (IJTAF) 11 International journal of theoretical and applied finance 11 European journal of operational research : EJOR 9 Mathematical Methods of Operations Research 9 Mathematics and financial economics 9 Computational Statistics 8 SFB 649 Discussion Papers 8 Economics Papers from University Paris Dauphine 7 Finance and stochastics 6 Insurance: Mathematics and Economics 6 Mathematical finance : an international journal of mathematics, statistics and financial theory 6 Working Papers / HAL 6 Insurance 5 Journal of mathematical economics 5 Quantitative finance 5 SFB 649 Discussion Paper 5 Annals of finance 4 Carlo Alberto Notebooks 4 Discussion paper series 4 Economic modelling 4 Games 4 IZA Discussion Papers 4 Mathematical finance : an international journal of mathematics, statistics and financial economics 4 Mathematical methods of operations research 4 NBER working paper series 4 Research Paper Series / Finance Discipline Group, Business School 4 Research paper series / Swiss Finance Institute 4 Working Papers / Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 Annals of Finance 3 Applied mathematical finance 3 Astin bulletin : the journal of the International Actuarial Association 3 Economics Letters 3 Economics letters 3 Energy economics 3 European Journal of Operational Research 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Mathematics of operations research 3 Risks : open access journal 3
more ... less ...
Source
All
ECONIS (ZBW) 283 RePEc 225 EconStor 42 USB Cologne (EcoSocSci) 7 Other ZBW resources 6 BASE 4
Showing 1 - 10 of 567
Cover Image
Portfolio optimization beyond utility maximization : the case of driftless markets
Večeř, Jan; Richard, Mark; Taylor, Stephen - In: The European journal of finance 31 (2025) 3, pp. 318-347
Persistent link: https://www.econbiz.de/10015325194
Saved in:
Cover Image
Two-stage budgeting through utility maximization and expenditure minimization under homogeneous separability
Atoo, Ashley; Codognato, Giulio - 2025
Persistent link: https://www.econbiz.de/10015482741
Saved in:
Cover Image
Mean-variance optimization for participating life insurance contracts
Fießinger, Felix; Stadje, Mitja - In: Insurance : mathematics and economics 122 (2025), pp. 230-248
Persistent link: https://www.econbiz.de/10015432084
Saved in:
Cover Image
Optimizing portfolios under carbon risk constraints : setting effective constraints to favor green investments
Chen, An; Gerick, Leonard; Jin, Zhuo - In: Energy economics 148 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015606735
Saved in:
Cover Image
Optimal choice of crop insurance : the case of winter barley in France
Dorobantu, Diana; Pham, Gia Hien - In: Risks : open access journal 13 (2025) 12, pp. 1-28
This paper analyzes how the agricultural insurance market is adapting to climate change, particularly as extreme weather events become more frequent and severe. We focus on the optimal decision faced by a risk-averse farmer who wants to insure their crop while making savings. They can choose...
Persistent link: https://www.econbiz.de/10015561624
Saved in:
Cover Image
Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model
Escobar-Anel, Marcos; Havrylenko, Yevhen; Zagst, Rudi - In: Annals of Operations Research 347 (2025) 3, pp. 1265-1309
We solve an expected utility-maximization problem with a Value-at-risk constraint on the terminal portfolio value in an … modified utility function of a vega-neutral financial derivative on the optimal terminal wealth in the unconstrained utility-maximization …
Persistent link: https://www.econbiz.de/10015436484
Saved in:
Cover Image
Does Character Matter When Everyone Cheats? Peer Influence and Environmental Drivers of Academic Misconduct
Ehrmann, Thomas; Ludes, Lukas M.; Reindl, Matthias - In: Kyklos 79 (2025) 1, pp. 112-128
This study examines academic dishonesty among university students, focusing on peer influence, detection risk, effort, and sanctions in proctored online and offline exams. Drawing on 259 survey responses collected from German universities after the COVID‐19‐driven transition to online...
Persistent link: https://www.econbiz.de/10015605252
Saved in:
Cover Image
Scalarized utility-based multi-asset risk measures
Desmettre, Sascha; Laudagé, Christian; Sass, Jörn - In: Scandinavian actuarial journal 2025 (2025) 3, pp. 271-299
Persistent link: https://www.econbiz.de/10015534482
Saved in:
Cover Image
Revealed preference and revealed preference cycles : a survey
Dziewulski, Paweł; Lanier, Joshua; Quah, John K.-H. - In: Journal of mathematical economics 113 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015071998
Saved in:
Cover Image
Two-stage budgeting through utility maximization and expenditure minimization under homogeneous separability
Atoo, Ashley; Codognato, Giulio - 2025
In this paper, we formulate a hybrid version of the two-stage procedure for the utility maximization problem of a …
Persistent link: https://www.econbiz.de/10015453970
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...