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  • Search: subject:"expected-utility maximization"
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Year of publication
Subject
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Erwartungsnutzen 25 Expected utility 24 Theorie 22 Expected utility maximization 21 Theory 21 Portfolio selection 15 Portfolio-Management 15 expected utility maximization 15 Risikoaversion 10 Nutzen 9 Risk aversion 9 Stochastic process 9 Stochastischer Prozess 9 Utility 9 expected-utility maximization 7 Almost stochastic dominance 5 Eigeninteresse 5 Risiko 5 Risk 5 Self-interest 5 risk aversion 5 Dominanztest 4 Expected-utility maximization 4 Mathematical programming 4 Mathematische Optimierung 4 Stochastic dominance test 4 portfolio selection 4 Anlageverhalten 3 Behavioural finance 3 CAPM 3 Expected Utility Maximization 3 Experiment 3 Hierarchy property 3 Mean-variance approach 3 Nutzenfunktion 3 Offenbarte Präferenzen 3 Revealed preferences 3 Risikomanagement 3 Risk management 3 Sharpe ratio 3
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Online availability
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Undetermined 25 Free 18
Type of publication
All
Article 39 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Arbeitspapier 2 Aufsatz im Buch 2 Book section 2 Article 1 review-article 1
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Language
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English 34 Undetermined 20 Czech 1
Author
All
Guo, Xu 8 Wong, Wing Keung 5 Zhu, Lixing 5 Wong, Wing-Keung 4 Anufriev, Mikhail 3 Chan, Raymond H. 3 Cherchye, Laurens 3 Clark, Ephraim 3 Demuynck, Thomas 3 Freer, Mikhail 3 Platen, Eckhard 3 Rock, Bram de 3 Vigna, Elena 3 Zhu, Xuehu 3 Azar, Samih Antoine 2 Cui, Xiangyu 2 Escalante, Cesar L. 2 Gao, Jianjun 2 Jaspersen, Johannes G. 2 Karaguezian-Haddad, Vera 2 Li, Duan 2 Li, Xun 2 Nganje, William 2 Runggaldier, Wolfgang 2 Scott, Jason S. 2 Tsionas, Efthymios G. 2 Turvey, Calum G. 2 Watson, John G. 2 Appelbaum, Elie 1 Attaoui, Sami 1 Borzadaran, G. Mohtashami 1 Chang, Jow-Ran 1 Chen, Xiaodong 1 Chuang, Chung-Chu 1 Chuang, Shuo-Li 1 Cui, Yan 1 Dessouky, Maged 1 Elliott, Robert J. 1 Feng, Yun 1 Fu, Lunce 1
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Collegio Carlo Alberto, Università degli Studi di Torino 2 Finance Discipline Group, Business School 2 Bank of Greece 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Department of Economics, York University 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1
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Published in...
All
European journal of operational research : EJOR 4 MPRA Paper 4 Agricultural Finance Review 2 Carlo Alberto Notebooks 2 Economics Letters 2 Economics letters 2 European Journal of Operational Research 2 International review of economics & finance : IREF 2 Journal of mathematical economics 2 Quantitative finance 2 Research Paper Series / Finance Discipline Group, Business School 2 Annals of financial economics 1 Applied economics 1 Asia Pacific financial markets 1 Asia-Pacific Financial Markets 1 CeRP Working Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Czech Journal of Economics and Finance (Finance a uver) 1 Decision making and risk/return optimization in financial economics 1 Discussion paper series 1 ECARES working paper 1 ECG report 1 Finance research letters 1 International journal of theoretical and applied finance 1 Journal of Agricultural and Applied Economics 1 Journal of Financial Transformation 1 Journal of Mathematical Economics 1 LEM Papers Series 1 LEM Working Paper Series 1 Management Science 1 Mathematical methods of operations research 1 Peter Carr Gedenkschrift : research advances in mathematical finance 1 Quantitative Finance 1 RAIRO 1 Research in organizational behavior : an annual series of analytical essays and critical reviews 1 Risk management : a journal of risk, crisis and disaster 1 Theory and Decision 1 Working Papers / Bank of Greece 1 Working Papers / Department of Economics, York University 1
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Source
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ECONIS (ZBW) 27 RePEc 25 EconStor 2 Other ZBW resources 1
Showing 1 - 10 of 55
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The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
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New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020
Persistent link: https://www.econbiz.de/10012384554
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EMA-type trading strategies maximize utility under partial information
Chen, Xiaodong; Lee, Roger - In: Peter Carr Gedenkschrift : research advances in …, (pp. 511-536). 2024
Persistent link: https://www.econbiz.de/10015447051
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Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning; Zhu, Song-Ping; Elliott, Robert J. - In: Quantitative finance 23 (2023) 6, pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
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New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132
Persistent link: https://www.econbiz.de/10012297611
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Revealed preference analysis of expected utility maximization under prize-probability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2019
Persistent link: https://www.econbiz.de/10012179628
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Revealed preference analysis of expected utility maximization under prizeprobability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - 2019
Persistent link: https://www.econbiz.de/10012244058
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Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2014
In this paper we first develop a theory of almost stochastic dominance for risk-seeking investors to the first three orders. Thereafter, we study the relationship between the preferences of almost stochastic dominance for risk-seekers with that for risk averters.
Persistent link: https://www.econbiz.de/10011108494
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Revealed preference analysis of expected utility maximization under prize-probability trade-offs
Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de; … - In: Journal of mathematical economics 99 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013365544
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Ken Seng Tan - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
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