Search Results - subject:"Utility functions"

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Beyond present bias: exploring temporal smoothing biases

Drugeon, Jean-Pierre; Wigniolle, Bertrand - 2025

Persistent link: https://www.econbiz.de/10015333208

A risk based approach to the principal-agent problem

Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334

Purpose: We aim to generalize the continuous-time principal-agent problem to incorporate time-inconsistent utility … functions, such as those of mean-variance type, which are prevalent in risk management and finance. Design …

Persistent link: https://www.econbiz.de/10015163486

The efficacy of utility functions for multicriteria hospital case-mix planning

Burdett, Robert L.; Corry, Paul; Yarlagadda, Prasad; … - In: International transactions in operational research : a … 31 (2024) 2, pp. 807-862

Persistent link: https://www.econbiz.de/10014441138

Multi-object auction design beyond quasi-linearity: Leading examples

Zhou, Yu; Serizawa, Shigehiro - 2021

In multi-object auction models with unitary demand agents, if agents utility functions satisfy quasi … conjured to preserve their properties beyond quasi-linearity. Nevertheless, we exemplify that with general utility functions …

Persistent link: https://www.econbiz.de/10012544008

Multi-object auction design beyond quasi-linearity : leading examples

Zhou, Yu; Serizawa, Shigehiro - 2021

In multi-object auction models with unitary demand agents, if agents utility functions satisfy quasi-linearity, three … preserve their properties beyond quasi-linearity. Nevertheless, we exemplify that with general utility functions, these …

Persistent link: https://www.econbiz.de/10012488699

Arrow-Pratt-type measure of ambiguity aversion

Hara, Chiaki - 2023

Persistent link: https://www.econbiz.de/10014382515

Multivariate systemic risk measures and computation by deep learning algorithms

Doldi, A.; Feng, Y.; Fouque, Jean-Pierre; Frittelli, Marco - In: Quantitative finance 23 (2023) 10, pp. 1431-1444

Persistent link: https://www.econbiz.de/10014419169

Mean-variance investing with factor tilting

Boido, Claudio; Fasano, Antonio - In: Risk management : an international journal 25 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014251456

Geometric compromise programming : application in portfolio selection

Salas-Molina, Francisco; Pla-Santamaria, David; … - In: International transactions in operational research : a … 30 (2023) 5, pp. 2571-2594

Persistent link: https://www.econbiz.de/10014260119

Valuation model with real options, trinomial lattice, changing volatility, bias and isoelastic utility functions

Milanesi, Gastón - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 257-273

At emerging financial markets, the R&D, intangible and technological basis firms (TBF) valuation, they make the traditional real option binomial approach questionable. For that, a numerical model that modified the traditional binomial model is proposed, incorporating trinomial lattice, changing...

Persistent link: https://www.econbiz.de/10014494566