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Search: subject_exact:"CES utility function"
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Mathematics and financial economics
Journal of mathematical economics
55
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
Economics letters
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European journal of operational research : EJOR
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NBER working paper series
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Social choice and welfare
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Journal of risk and uncertainty : JRU
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Constructing and applying objective functions : proceedings of the Fourth International Conference on Econometric Decision Models Constructing and Applying Objective Functions, University of Hagen, held in Haus Nordhelle, August 28 - 31, 2000
13
Discussion paper series / IZA
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of economics and statistics
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CESifo working papers
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, University of Hagen, held in Katholische Akademie Schwerte, September 5 - 8, 1995
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
IZA Discussion Paper
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Journal of economic dynamics & control
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1
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
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2
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
Saved in:
3
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit
;
Ulus, Firdevs
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
Saved in:
4
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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5
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Saved in:
6
Indifference pricing for CRRA utilities
Malamud, Semyon
;
Trubowitz, Eugene
;
Wüthrich, Mario V.
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10009754856
Saved in:
7
The structure of optimal consumption streams in general incomplete markets
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 129-161
Persistent link: https://www.econbiz.de/10003591561
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