Search Results - subject:"Utility maximization."

Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling

Abe, Makoto; Boztuæg, Yasemin; Hildebrandt, Lutz - Sonderforschungsbereich 373, Quantifikation und … - 2000

stochastic utility maximization (SUM). Simulation study and application to actual scanner panel data seem to support the …

Persistent link: https://www.econbiz.de/10010983822

Nutzenmaximierung und Entscheidungskalkül bei unscharfer Information

Ziems, Danny (contributor); Sander, Philip (contributor) - 2008

Persistent link: https://www.econbiz.de/10004940688

On the semimartingale property via bounded logarithmic utility

Larsen, Kasper; Žitković, Gordan - In: Annals of Finance 4 (2008) 2, pp. 255-268

Persistent link: https://www.econbiz.de/10005542200

Optimal consumption and investment under partial information

Putschögl, Wolfgang; Sass, Jörn - In: Decisions in Economics and Finance 31 (2008) 2, pp. 137-170

Persistent link: https://www.econbiz.de/10005396209

Exponential Utility Maximization under Partial Information

Mania, Michael; Santacroce, Marina - International Centre for Economic Research (ICER) - 2008

We consider the exponential utility maximization problem under partial information. The underlying asset price process …

Persistent link: https://www.econbiz.de/10004972508

Backward Stochastic PDEs Related to the Utility Maximization Problem

Mania, Michael; Tevzadze, Revaz - International Centre for Economic Research (ICER) - 2008

We study utility maximization problem for general utility functions using dynamic programming approach. We consider an …

Persistent link: https://www.econbiz.de/10004972513

A Million Answers to Twenty Questions: Choosing by Checklist

Mandler, Michael; Manzini, Paola; Mariotti, Marco - School of Economics and Finance, Queen Mary - 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://www.econbiz.de/10004976637

Funding Shocks and Optimal University Admissions and Financial Aid Policies

Nagler, Matthew - In: Atlantic Economic Journal 36 (2008) 3, pp. 345-358

Persistent link: https://www.econbiz.de/10005716178

The combined effect of information and experience on drivers’ route-choice behavior

Ben-Elia, Eran; Erev, Ido; Shiftan, Yoram - In: Transportation 35 (2008) 2, pp. 165-177

Persistent link: https://www.econbiz.de/10005722768

Wealth-driven competition in a speculative financial market: examples with maximizing agents

Anufriev, Mikhail - In: Quantitative Finance 8 (2008) 4, pp. 363-380

This paper demonstrates how both the quantitative and qualitative results of a general, analytically tractable asset-pricing model in which heterogeneous agents behave consistently with a constant relative risk-aversion assumption can be applied to the special case of optimizing behaviour. The...

Persistent link: https://www.econbiz.de/10005141329