EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"exponential utility"
Narrow search

Narrow search

Year of publication
Subject
All
exponential utility 20 risk management 9 Theorie 8 households 8 risk 8 Nutzenfunktion 7 Theory 7 Utility function 7 CARA 6 CRRA 6 Nutzen 6 Portfolio selection 6 Portfolio-Management 6 Utility 6 Exponential utility 5 Money demand 5 Risk management 5 consumption 5 negative exponential utility function 5 Equilibrium theory 4 Expected utility 4 Gleichgewichtstheorie 4 Risikoaversion 4 Risikomanagement 4 Risk aversion 4 certainty equivalent 4 market clearing 4 risk aversion 4 CAPM 3 Consumption 3 Cost-benefit analysis 3 Martingal 3 Martingale 3 McKean-Vlasov type 3 Power utility 3 Risiko 3 Risk 3 borrowing 3 default option 3 equilibrium price formation 3
more ... less ...
Online availability
All
Free 33
Type of publication
All
Book / Working Paper 27 Article 5 Other 1
Type of publication (narrower categories)
All
Working Paper 16 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
more ... less ...
Language
All
English 26 Undetermined 7
Author
All
Fritsche, Ulrich 8 Fujii, Masaaki 5 Sekine, Masashi 5 Groessl, Ingrid 4 Größl, Ingrid 4 Ikefuji, Masako 3 Laeven, Roger 3 Muris, Chris 3 Bedoui, Rihab 2 BenMabrouk, Houda 2 Cooper, Joseph C. 2 Laeven, R.J.A. 2 Magnus, Jan 2 Magnus, Jan R. 2 Schmeck, Maren Diane 2 Schmidli, Hanspeter 2 Alexander, Carol 1 Bertoletti, Paolo 1 Chen, Xi 1 Corchón, Luis C. 1 Cotter, John 1 Desmettre, Sascha 1 Dolinsky, Yan 1 Dolinskyi, Leonid 1 Dowd, Kevin 1 Ikefuji, M. 1 Lim, Thomas 1 Moreno, L. 1 Muris, C.H.M. 1 Oksendal, Bernt 1 Quenez, Marie-Claire 1 Sladký, Karel 1 Sorwar, Ghulam 1 Stadje, Mitja 1 Steffensen, Mogens 1 Sulem, Agnès 1
more ... less ...
Institution
All
Fachbereich Sozialökonomie, Universität Hamburg 2 HAL 2 Tilburg University, Center for Economic Research 2 Agricultural and Applied Economics Association - AAEA 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Geary Institute, University College Dublin 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
CARF working paper 3 CIRJE discussion papers / F series 2 DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series 2 DEP discussion papers : macroeconomics and finance series 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Macroeconomics and Finance Series 2 Working Papers / HAL 2 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 1 Center for Mathematical Economics Working Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Czech Economic Review 1 DIW Discussion Papers 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion Papers of DIW Berlin 1 Discussion paper / ICMA Centre, Henley Business School, University of Reading 1 Discussion paper / Tinbergen Institute 1 MPRA Paper 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Quaderni di Dipartimento - EPMQ 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 Working Papers / Geary Institute, University College Dublin 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
more ... less ...
Source
All
ECONIS (ZBW) 13 RePEc 12 EconStor 7 BASE 1
Showing 1 - 10 of 33
Cover Image
Mean-field equilibrium price formation with exponential utility
Fujii, Masaaki; Sekine, Masashi - 2025 - This version: January 6, 2025
Persistent link: https://www.econbiz.de/10015164456
Saved in:
Cover Image
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki; Sekine, Masashi - 2024
Persistent link: https://www.econbiz.de/10014543859
Saved in:
Cover Image
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki; Sekine, Masashi - 2024
Persistent link: https://www.econbiz.de/10014543349
Saved in:
Cover Image
Optimal liquidation with high risk aversion and small linear price impact
Dolinskyi, Leonid; Dolinsky, Yan - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 183-198
Persistent link: https://www.econbiz.de/10015044793
Saved in:
Cover Image
Equilibrium investment with random risk aversion
Desmettre, Sascha; Steffensen, Mogens - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 946-975
Persistent link: https://www.econbiz.de/10014329920
Saved in:
Cover Image
Mean-field equilibrium price formation with exponential utility
Fujii, Masaaki; Sekine, Masashi - 2023
Persistent link: https://www.econbiz.de/10014288990
Saved in:
Cover Image
Mean-field equilibrium price formation with exponential utility
Fujii, Masaaki; Sekine, Masashi - 2023 - The first version: 14 April, 2023
Persistent link: https://www.econbiz.de/10014266286
Saved in:
Cover Image
Mortality options: the point of view of an insurer
Schmeck, Maren Diane; Schmidli, Hanspeter - 2019
We consider the surplus process of a life insurer who is able to buy a securitisation product to hedge mortality in a discrete time framework. Two cohorts are considered: one underlying the securitisation product and one for the portfolio of the insurer. In our main result we show that there...
Persistent link: https://www.econbiz.de/10012042155
Saved in:
Cover Image
Mortality options: the point of view of an insurer
Schmeck, Maren Diane; Schmidli, Hanspeter - 2019
We consider the surplus process of a life insurer who is able to buy a securitisation product to hedge mortality in a discrete time framework. Two cohorts are considered: one underlying the securitisation product and one for the portfolio of the insurer. In our main result we show that there...
Persistent link: https://www.econbiz.de/10012009911
Saved in:
Cover Image
CAPM with various utility functions: Theoretical developments and application to international data
Bedoui, Rihab; BenMabrouk, Houda - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-21
: the negative exponential utility function, power utility function or 'Constant Relative Risk Aversion (CRRA) Utilities …
Persistent link: https://www.econbiz.de/10011988769
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...