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  • Search: subject:"Utility maximization."
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Year of publication
Subject
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Utility maximization 198 utility maximization 174 Theorie 131 Theory 122 Portfolio selection 109 Portfolio-Management 108 Nutzenmaximierung 79 Erwartungsnutzen 52 Expected utility 51 Stochastischer Prozess 51 Mathematical programming 50 Mathematische Optimierung 50 Stochastic process 50 Nutzen 49 Utility 48 Eigeninteresse 30 Nutzenfunktion 30 Utility function 30 Option pricing theory 29 Optionspreistheorie 29 Risiko 28 Risk 28 Self-interest 27 Konsumentenverhalten 25 Consumer behaviour 24 Expected utility maximization 20 Offenbarte Präferenzen 20 Revealed preferences 20 Risk aversion 20 Transaction costs 20 Hedging 19 Präferenztheorie 19 Risikoaversion 19 Theory of preferences 18 Decision under uncertainty 16 Entscheidung unter Unsicherheit 16 Incomplete market 15 expected utility maximization 15 Consumption theory 14 Konsumtheorie 14
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Online availability
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Undetermined 252 Free 197 CC license 7
Type of publication
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Article 338 Book / Working Paper 213 Other 1
Type of publication (narrower categories)
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Article in journal 192 Aufsatz in Zeitschrift 192 Working Paper 73 Graue Literatur 49 Non-commercial literature 49 Arbeitspapier 46 Hochschulschrift 16 Thesis 13 Article 11 Aufsatz im Buch 6 Book section 6 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 Sammelwerk 1 Sammlung 1 review-article 1
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Language
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English 338 Undetermined 191 German 20 Czech 1 Spanish 1 Serbian 1
Author
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Manzini, Paola 11 Mariotti, Marco 11 Guo, Xu 10 Imkeller, Peter 10 Grossmann, Martin 8 Sass, Jörn 8 Jouini, Elyès 7 Kraft, Holger 7 Wong, Wing Keung 7 Hildebrandt, Lutz 6 Polisson, Matthew 6 Amendinger, Jürgen 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 Zagst, Rudi 5 Zhu, Lixing 5 Ankirchner, Stefan 4 Bayraktar, Erhan 4 Becherer, Dirk 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 Li, Zhongfei 4
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Institution
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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 3 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
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Published in...
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Finance and Stochastics 18 MPRA Paper 15 International Journal of Theoretical and Applied Finance (IJTAF) 11 International journal of theoretical and applied finance 11 Mathematical Methods of Operations Research 9 Mathematics and financial economics 9 Computational Statistics 8 European journal of operational research : EJOR 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 / Mathematics & economics 5 Journal of mathematical economics 5 SFB 649 Discussion Paper 5 Annals of finance 4 Carlo Alberto Notebooks 4 Economic modelling 4 IZA Discussion Papers 4 Mathematical finance : an international journal of mathematics, statistics and financial economics 4 Mathematical methods of operations research 4 Quantitative finance 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 Discussion paper series 3 Economics Letters 3 Economics letters 3 European Journal of Operational Research 3 Games 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Mathematics of operations research 3 NBER working paper series 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3
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Source
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ECONIS (ZBW) 271 RePEc 225 EconStor 39 USB Cologne (EcoSocSci) 7 Other ZBW resources 6 BASE 4
Showing 311 - 320 of 552
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Along but beyond mean-variance: Utility maximization in a semimartingale model
Huhtala, Heli - 2008
It is well known that under certain assumptions the strategy of an investor maximizing his expected utility coincides with the mean-variance optimal strategy. In this paper we show that the two strategies are not equal in general and find the connection between a utility maximizing and a...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012148027
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A million answers to twenty questions: Choosing by checklist
Mandler, Michael; Manzini, Paola; Mariotti, Marco - 2008
through a checklist of desirable properties. These models are contrasted to the utility maximization model of rationality in … indifference classes increases. Checklists therefore provide a rapid procedural basis for utility maximization. …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010284205
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Exact and Useful Optimization Methods for Microeconomics
Balder, Erik - Volkswirtschaftliche Fakultät, … - 2008
This paper points out that the treatment of utility maximization in current textbooks on microeconomic theory is … underscore the usefulness of the optimality conditions obtained here, five quite different instances of utility maximization are …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011110333
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Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies
Kardaras, Constantinos; Platen, Eckhard - Finance Discipline Group, Business School - 2008
wealth invested in the assets. As an application, the utility maximization problem is considered and it is shown that optimal … controlling the proportions of wealth invested in the assets. As an application, the utility maximization problem is considered … the classical utility maximization problem — see [5] and [6] for a very general framework. In financial terms, stochastic …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004984515
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On Financial Markets where only Buy-And-Hold Trading is Possible
Kardaras, Constantinos; Platen, Eckhard - Finance Discipline Group, Business School - 2008
, the utility maximization problem is considered and it is shown that using only buy-and-hold strategies, optimal utilities …, the utility maximization problem is considered and it is shown that using only buy-and-hold strategies, optimal utilities … turn to a very satisfactory solution to the utility maximization problem from terminal wealth in a general modeling …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005041729
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Along but beyond mean-variance: Utility maximization in a semimartingale model
Huhtala, Heli - Suomen Pankki - 2008
It is well known that under certain assumptions the strategy of an investor maximizing his expected utility coincides with the mean-variance optimal strategy. In this paper we show that the two strategies are not equal in general and find the connection between a utility maximizing and a...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005648922
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Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander; Schoeneborn, Torsten - Volkswirtschaftliche Fakultät, … - 2008
We consider the infinite-horizon optimal portfolio liquidation problem for a von Neumann-Morgenstern investor in the liquidity model of Almgren (2003). Using a stochastic control approach, we characterize the value function and the optimal strategy as classical solutions of nonlinear parabolic...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005623263
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Cover Image
A Million Answers to Twenty Questions: Choosing by Checklist
Mandler, Michael; Manzini, Paola; Mariotti, Marco - Institute for the Study of Labor (IZA) - 2008
through a checklist of desirable properties. These models are contrasted to the utility maximization model of rationality in … indifference classes increases. Checklists therefore provide a rapid procedural basis for utility maximization. … a checklist of desirable properties. These models are contrasted to the utility maximization model of rationality in …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005700881
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The irresistible charm of the micro-foundations dogma or the overwhelming force of the discipline's hard core?
Skouras, Thanos; Kitromilides, Yiannis - In: European Journal of Economics and Economic Policies: … 11 (2014) 1, pp. 67-79
The appeal of the ‘Micro-foundations’ project, which requires that all macroeconomic propositions are reduced to or derived from microeconomic ones, is strongly supported by the considerable force of what Lakatos calls the discipline's ‘hard core’. This is particularly...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011133357
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Evolutionary economics and household behavior
Horioka, Charles Yuji - In: Philippine Review of Economics 51 (2014) 2, pp. 67-82
neoclassical assumption of selfish utility maximization with bounded rationality and satisficing and by incorporating the reaction …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011261245
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