Search Results - subject:"utility maximization"

The importance of regret minimization in the choice for renewable energy programmes : evidence from a discrete choice experiment

Boeri, Marco; Longo, Alberto - In: Energy economics 63 (2017), pp. 253-260

Persistent link: https://www.econbiz.de/10011757956

Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - 2017

Persistent link: https://www.econbiz.de/10011759623

Asymptotic theory of transaction costs

Schachermayer, Walter - 2017

Persistent link: https://www.econbiz.de/10011763489

A graph theoretic approach to the slot allocation problem

Chun, Youngsub; Park, Boram - In: Social choice and welfare 48 (2017) 1, pp. 133-152

Persistent link: https://www.econbiz.de/10011623294

Behavioral analysis of airline scheduled block time adjustment

Kang, Lei; Hansen, Mark - In: Transportation research / E : an international journal 103 (2017), pp. 56-68

Persistent link: https://www.econbiz.de/10011733579

Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model

Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Economic modelling 66 (2017), pp. 223-232

Persistent link: https://www.econbiz.de/10011813727

Utility maximization under risk constraints and incomplete information for a market with a change point

Janke, Oliver - In: Applied mathematical finance 24 (2017) 5/6, pp. 451-484

Persistent link: https://www.econbiz.de/10011815289

Choosing price or quantity? : the role of delegation and network externalities in a mixed duopoly

Nakamura, Yasuhiko - In: Australian economic papers 56 (2017) 2, pp. 174-200

Persistent link: https://www.econbiz.de/10011789001

Contracting on ambiguous prospects

Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - In: The economic journal : the journal of the Royal … 127 (2017) 606, pp. 2241-2262

Persistent link: https://www.econbiz.de/10011802807

Three essays on valuation and investment in incomplete markets

Zariphopoulou, Thaleia (contributor) - 2011

Incomplete markets provide many challenges for both investment decisions and valuationproblems. While both problems have received extensive attention in complete markets,there remain many open areas in the theory of incomplete markets. We present the resultsin three parts. In the first essay we...

Persistent link: https://www.econbiz.de/10009429323

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