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Search: subject:"exponential utility"
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Exponential utility
42
exponential utility
38
Theorie
36
Theory
35
Nutzen
27
Portfolio selection
27
Portfolio-Management
27
Nutzenfunktion
26
Utility function
26
Utility
25
Risikoaversion
17
Risk aversion
17
Stochastic process
16
Stochastischer Prozess
16
Expected utility
14
Option pricing theory
13
Optionspreistheorie
13
Risiko
13
Risk
13
Erwartungsnutzen
12
certainty equivalent
11
risk management
11
CAPM
9
Risk management
9
Risikomanagement
8
households
8
risk
8
Decision
7
Entscheidung
7
Equilibrium theory
7
Gleichgewichtstheorie
7
Markov chain
7
Markov-Kette
7
Risikomodell
7
Risk model
7
CARA
6
CRRA
6
Hedging
6
Power utility
6
Stochastic control
6
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Online availability
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Undetermined
45
Free
34
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Article
71
Book / Working Paper
32
Other
1
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Article in journal
46
Aufsatz in Zeitschrift
46
Working Paper
18
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
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1
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English
73
Undetermined
31
Author
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Fritsche, Ulrich
8
Cavazos-Cadena, Rolando
7
Fujii, Masaaki
7
Ikefuji, Masako
5
Muris, Chris
5
Sekine, Masashi
5
Groessl, Ingrid
4
Größl, Ingrid
4
Laeven, Roger
4
Magnus, Jan
3
Magnus, Jan R.
3
Schmeck, Maren Diane
3
Schmidli, Hanspeter
3
Barz, C.
2
Bedoui, Rihab
2
BenMabrouk, Houda
2
Bodnar, Taras
2
Cooper, Joseph C.
2
Cotter, John
2
Cruz-Suárez, Hugo
2
Davis, Mark H. A.
2
Desmettre, Sascha
2
Dowd, Kevin
2
Fernández, Begoña
2
Fernández-Gaucherand, Emmanuel
2
Frei, Christoph
2
Hdhiri, Ibtissam
2
Hernández-Hernández, Daniel
2
Horst, Ulrich
2
Karouf, Monia
2
Kupper, Michael
2
Laeven, R.J.A.
2
Laeven, Roger J. A.
2
Macrina, Andrea
2
Mainberger, Christoph
2
Mania, Michael
2
Meda, Ana
2
Muhle-Karbe, Johannes
2
Rieder, Ulrich
2
Saavedra, Patricia
2
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Institution
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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
Finrisk
1
Geary Institute, University College Dublin
1
International Centre for Economic Research (ICER)
1
Swiss National Centre of Competence in Research North South <Bern>
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Insurance
6
Computational Statistics
5
Mathematical Methods of Operations Research
5
CARF working paper
4
Mathematics of operations research
4
Astin bulletin : the journal of the International Actuarial Association
3
CIRJE discussion papers / F series
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series
2
DEP discussion papers : macroeconomics and finance series
2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion Paper / Tilburg University, Center for Economic Research
2
FINRISK Working Paper Series
2
Finance and Stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Macroeconomics and Finance Series
2
Mathematical methods of operations research : ZOR
2
RAIRO
2
Working Papers / HAL
2
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
1
Annals of Finance
1
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Center for Mathematical Economics Working Papers
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Computational Management Science : CMS
1
Computational economics
1
Czech Economic Review
1
Czech economic review : acta Universitatis Carolinae oeconomica
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
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ECONIS (ZBW)
58
RePEc
36
EconStor
7
USB Cologne (business full texts)
2
BASE
1
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1
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:
2
Mean-field price formation on trees
Fujii, Masaaki
-
2025
-
First version: October 13, 2025
Persistent link: https://www.econbiz.de/10015467237
Saved in:
3
Mean-field price formation on trees
Fujii, Masaaki
-
2025
Persistent link: https://www.econbiz.de/10015492642
Saved in:
4
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:
5
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543349
Saved in:
6
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543859
Saved in:
7
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:
8
Mean-field equilibrium price formation with
exponential
utility
Fujii, Masaaki
;
Sekine, Masashi
-
2023
Persistent link: https://www.econbiz.de/10014288990
Saved in:
9
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:
10
On the functional equivalence of two perfectly competitive economies with negative
exponential
utility
and linear utility with a quadratic holding cost
Lou, Youcheng
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 239-245
Persistent link: https://www.econbiz.de/10014328921
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