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  • Search: subject:"quadratic utility function"
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Year of publication
Subject
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Nutzenfunktion 5 Risikoaversion 5 Risk aversion 5 Utility function 5 Theorie 4 Theory 4 quadratic utility function 4 Portfolio selection 3 Portfolio-Management 3 Statistical distribution 3 Statistische Verteilung 3 Concavity 2 Erwartungsnutzen 2 Expected Shortfall 2 Expected Utility Function 2 Expected utility 2 Italian Pension Fund 2 Italien 2 Italy 2 Morningstar rating 2 Nutzen 2 Pension fund 2 Pensionskasse 2 Quadratic Utility Function 2 Risiko 2 Risikomaß 2 Risk 2 Risk measure 2 Standard Deviation 2 Utility 2 absolute risk aversion 2 incomplete gamma function 2 positive and negative returns 2 truncated normal distribution 2 Absolute risk aversion coefficient 1 CRRA 1 CRRA Utility Function 1 Capital income 1 Differential Condition 1 Differential Conditions 1
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Online availability
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Free 5 Undetermined 1
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5 Undetermined 1
Author
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Corradin, Fausto 5 Sartore, Domenico 5 Wang, Jinting 1 Zhang, Zhe George 1
Institution
All
Dipartimento di Economia, Università Ca' Foscari Venezia 1
Published in...
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Working papers 4 Journal of the Operational Research Society 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1
Source
All
ECONIS (ZBW) 5 RePEc 1
Showing 1 - 6 of 6
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Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Corradin, Fausto; Sartore, Domenico - 2018
Persistent link: https://www.econbiz.de/10011957311
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Risk aversion : differential conditions for the concavity in transformed two-parameter distributions
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011641989
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Cover Image
Weak dependence of CRRA on standard deviation in the case of truncated normal distribution of returns
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011636658
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Fund Ratings: The method reconsidered
Corradin, Fausto; Sartore, Domenico - Dipartimento di Economia, Università Ca' Foscari Venezia - 2014
This paper compares the performance of a quadratic utility function and discusses how to change its characteristic …
Persistent link: https://www.econbiz.de/10011194198
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Cover Image
Fund ratings : the method reconsidered
Corradin, Fausto; Sartore, Domenico - 2014 - First draft
Persistent link: https://www.econbiz.de/10011632156
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Strategic joining in an M/M/1 queue with risk-sensitive customers
Wang, Jinting; Zhang, Zhe George - In: Journal of the Operational Research Society 69 (2018) 8, pp. 1197-1214
Persistent link: https://www.econbiz.de/10012227188
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