Search Results - subject:"dual expected utility"

Baccelli, Jean; Schollmeyer, Georg; Jansen, Christoph - In: Theory and decision : an international journal for … 93 (2022) 2, pp. 371-397

Persistent link: https://www.econbiz.de/10013460870

Random dual expected utility

Ma, Wei - In: Economic theory 75 (2023) 2, pp. 293-315

Persistent link: https://www.econbiz.de/10014226632

Portfolio selection: a linear approach with dual expected utility

Filippini, Floriana; Cenci, Marisa - Dipartimento di Economia, Università degli Studi di Roma 3 - 2005

maker ranks the alternatives by using a specific Dual Expected Utility. This function allows returns which are less than or …

Persistent link: https://www.econbiz.de/10005405027

Portfolio Selection with minimum transaction lots: an approach with dual expected utility

Cenci, Marisa; Filippini, Floriana - Dipartimento di Economia, Università degli Studi di Roma 3 - 2005

In this paper we analyse the portfolio selectionproblem with minimum transactionlots in the context of non-expected utility theory. We assume that the decisionmaker ranks the alternatives by using a specific DualExpectedUtility. This functionallows portfolio values less or equal a fixed...

Persistent link: https://www.econbiz.de/10005449346