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  • Search: subject:"utility maximization"
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Year of publication
Subject
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Utility maximization 198 utility maximization 174 Theorie 131 Theory 122 Portfolio selection 109 Portfolio-Management 108 Nutzenmaximierung 79 Erwartungsnutzen 52 Expected utility 51 Stochastischer Prozess 51 Mathematical programming 50 Mathematische Optimierung 50 Stochastic process 50 Nutzen 49 Utility 48 Eigeninteresse 30 Nutzenfunktion 30 Utility function 30 Option pricing theory 29 Optionspreistheorie 29 Risiko 28 Risk 28 Self-interest 27 Konsumentenverhalten 25 Consumer behaviour 24 Expected utility maximization 20 Offenbarte Präferenzen 20 Revealed preferences 20 Risk aversion 20 Transaction costs 20 Hedging 19 Präferenztheorie 19 Risikoaversion 19 Theory of preferences 18 Decision under uncertainty 16 Entscheidung unter Unsicherheit 16 Incomplete market 15 expected utility maximization 15 Consumption theory 14 Konsumtheorie 14
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Online availability
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Undetermined 252 Free 197 CC license 7
Type of publication
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Article 338 Book / Working Paper 213 Other 1
Type of publication (narrower categories)
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Article in journal 192 Aufsatz in Zeitschrift 192 Working Paper 73 Graue Literatur 49 Non-commercial literature 49 Arbeitspapier 46 Hochschulschrift 16 Thesis 13 Article 11 Aufsatz im Buch 6 Book section 6 Dissertation u.a. Prüfungsschriften 5 research-article 3 Bibliografie enthalten 1 Bibliography included 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1 review-article 1
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Language
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English 338 Undetermined 191 German 20 Czech 1 Spanish 1 Serbian 1
Author
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Manzini, Paola 11 Mariotti, Marco 11 Guo, Xu 10 Imkeller, Peter 10 Grossmann, Martin 8 Sass, Jörn 8 Jouini, Elyès 7 Kraft, Holger 7 Wong, Wing Keung 7 Hildebrandt, Lutz 6 Polisson, Matthew 6 Amendinger, Jürgen 5 Bouchard, Bruno 5 Cherchye, Laurens 5 Clark, Ephraim 5 Demuynck, Thomas 5 Mandler, Michael 5 Platen, Eckhard 5 Porte, Vincent 5 Rock, Bram de 5 Schweizer, Martin 5 Seifried, Frank Thomas 5 Wong, Wing-Keung 5 Zagst, Rudi 5 Zhu, Lixing 5 Ankirchner, Stefan 4 Bayraktar, Erhan 4 Becherer, Dirk 4 Chevalier, Etienne 4 Chorus, Caspar 4 Escobar, Marcos 4 Franses, Philip Hans 4 Grunberg, Bastian 4 Heufer, Jan 4 Kardaras, Constantinos 4 Kitromilides, Yiannis 4 Lang, Markus 4 Larsen, Kasper 4 Leung, Tim 4 Li, Zhongfei 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 15 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 8 Université Paris-Dauphine (Paris IX) 8 HAL 7 Collegio Carlo Alberto, Università degli Studi di Torino 4 Finance Discipline Group, Business School 4 Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 National Bureau of Economic Research 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 EconWPA 2 Institute for the Study of Labor (IZA) 2 Institute of Economic Research, Hitotsubashi University 2 International Centre for Economic Research (ICER) 2 London School of Economics (LSE) 2 National Graduate Institute for Policy Studies (GRIPS) 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 Bank of Greece 1 Center for Financial Studies 1 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Columbia University / Department of Economics 1 Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales 1 Department of Agricultural, Food and Resource Economics, Michigan State University 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Leicester University 1 Department of Economics, University of Victoria 1 Department of Economics, York University 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Economics Department, University of California-Davis 1 Economics Department, Wesleyan University 1 Facultad de Economía y Empresa, Universidad de Murcia 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institut für Weltwirtschaft (IfW) 1 International Association of Sport Economists - IASE 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 North American Association of Sports Economists - NAASE 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Economics and Finance, Queen Mary 1
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Published in...
All
Finance and Stochastics 18 MPRA Paper 15 International Journal of Theoretical and Applied Finance (IJTAF) 11 International journal of theoretical and applied finance 11 Mathematical Methods of Operations Research 9 Mathematics and financial economics 9 Computational Statistics 8 European journal of operational research : EJOR 8 SFB 649 Discussion Papers 8 Economics Papers from University Paris Dauphine 7 Finance and stochastics 6 Insurance: Mathematics and Economics 6 Mathematical finance : an international journal of mathematics, statistics and financial theory 6 Working Papers / HAL 6 Insurance / Mathematics & economics 5 Journal of mathematical economics 5 SFB 649 Discussion Paper 5 Annals of finance 4 Carlo Alberto Notebooks 4 Economic modelling 4 IZA Discussion Papers 4 Mathematical finance : an international journal of mathematics, statistics and financial economics 4 Mathematical methods of operations research 4 Quantitative finance 4 Research Paper Series / Finance Discipline Group, Business School 4 Research paper series / Swiss Finance Institute 4 Working Papers / Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät 4 Annals of Finance 3 Applied mathematical finance 3 Astin bulletin : the journal of the International Actuarial Association 3 Discussion paper series 3 Economics Letters 3 Economics letters 3 European Journal of Operational Research 3 Games 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Mathematics of operations research 3 NBER working paper series 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3
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Source
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ECONIS (ZBW) 271 RePEc 225 EconStor 39 USB Cologne (EcoSocSci) 7 Other ZBW resources 6 BASE 4
Showing 21 - 30 of 552
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A continuous-time utility maximization problem with borrowing constraints in macroeconomic heterogeneous agent models : a case of regular controls under Markov chain uncertainty
Shigeta, Yuki - 2022
Persistent link: https://www.econbiz.de/10013483914
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Portfolio optimization : not necessarily concave utility and constraints on wealth and allocation
Escobar, Marcos; Kschonnek, Michel; Zagst, Rudi - In: Mathematical methods of operations research : ZOR 95 (2022) 1, pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
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Examining consumers' m-wallet service brand choice decisions at the post-adoption stage : an empirical investigation
Bhattacharya, Subhajit; Bera, Sasadhar - In: Journal of financial services marketing 29 (2024) 4, pp. 1414-1431
Persistent link: https://www.econbiz.de/10015192540
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Incentive-aware models of financial networks
Jalan, Akhil; Chakrabarti, Deepayan; Sarkar, Purnamrita - In: Operations research 72 (2024) 6, pp. 2321-2336
Persistent link: https://www.econbiz.de/10015371406
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Risk management under weighted limited expected loss
Chen, An; Nguyen, Thai - In: Quantitative finance 24 (2024) 5, pp. 593-612
Persistent link: https://www.econbiz.de/10014552107
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Maximum capture problem for urban air mobility network design
Songyot Kitthamkesorn; Chen, Anthony - In: Transportation research : an international journal 187 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015078875
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Optimal consumption for recursive preferences with local substitution : the case of certainty
Li, Hanwu; Riedel, Frank; Yang, Shuzhen - In: Journal of mathematical economics 110 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015071604
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A logistics provider's profit maximization facility location problem with random utility maximizing followers
Pinzon Ulloa, David; Frejinger, Emma; Gendron, Bernard - In: Computers & operations research : an international journal 167 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014566948
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Optimizing hedonic editing for multiple outcomes : an algorithm
Egozcue, Martín; Fuentes García, Luis - In: Computational management science 21 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10014636872
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Managing weather risk with a neural network-based index insurance
Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327
Persistent link: https://www.econbiz.de/10015045875
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