Search Results - subject:"utility function"

The implications of UBI on the utility function and tax revenue: Further calibrating of basic income effects

Neumärker, Bernhard; Weinel, Jette - 2024

UBIadapted utility function on tax revenue. Specifically, we analyze the consumption tax revenue curve under UBI (multiplicative …

Persistent link: https://www.econbiz.de/10014547740

Sustainable reputation of lithium-ion battery supplier and its impact on transaction equilibrium in the electric vehicle supply chain

Liu, Yuan; Li, Yunqi; Hao, Jingjing; Sun, Lingxuan - 2024

and long-term sustainable reputation. Specifically, a "profit-reputation" utility function is proposed to reflect …

Persistent link: https://www.econbiz.de/10015179504

An optimal investment strategy for insurers in incomplete markets

Badaoui, Mohamed; Fernández Cabaleiro, Begoña; … - In: Risks : open access journal 6 (2018) 2, pp. 1-23

In this paper we consider the problem of an insurance company where the wealth of the insurer is described by a Cramér-Lundberg process. The insurer is allowed to invest in a risky asset with stochastic volatility subject to the influence of an economic factor and the remaining surplus in a...

Persistent link: https://www.econbiz.de/10011865623

Robust long-term growth rate of expected utility for leveraged ETFs

Leung, Tim; Park, Hyungbin; Yeo, Heejun - In: Mathematics and financial economics 18 (2024) 4, pp. 671-705

Persistent link: https://www.econbiz.de/10015189218

Testing source influence on ambiguity reaction : preference and insensitivity

Lotito, Gianna; Maffioletti, Anna; Santoni, Michele - In: Journal of risk and uncertainty 69 (2024) 3, pp. 349-411

Persistent link: https://www.econbiz.de/10015195598

Unraveling the relationship between sustainability and returns : a multi-attribute utility analysis

Escobar, Marcos; Jiao, Yiyao - In: China finance review international 14 (2024) 4, pp. 719-758

Persistent link: https://www.econbiz.de/10015323305

Innovation under ambiguity and risk

Coiculescu, Gabriela; Izhakian, Yehuda; Ravid, Simon Abraham - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 7, pp. 3190-3229

Persistent link: https://www.econbiz.de/10015156680

Unpacking overconfident behavior when betting on oneself

Abdellaoui, Mohammed; Bleichrodt, Han; Gutierrez, Cédric - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 7042-7061

Persistent link: https://www.econbiz.de/10015143855

Portfolio allocation with dynamic risk preferences via reinforcement learning

Chen, Ting-Fu; Kuang, Xian-Ji; Liao, Szu-Lang; Lin, … - In: Computational economics 64 (2024) 4, pp. 2033-2052

Persistent link: https://www.econbiz.de/10015143990

Portfolio optimization with cumulative prospect theory utility via convex optimization

Luxenberg, Eric; Schiele, Philipp; Boyd, Stephen P. - In: Computational economics 64 (2024) 5, pp. 3027-3047

Persistent link: https://www.econbiz.de/10015144105