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~subject:"Nutzentheorie"
~subject:"Portfolio selection"
~type:"article"
~isPartOf:"International journal of theoretical and applied finance"
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Nutzentheorie
Portfolio selection
Erwartungsnutzen
12
Expected utility
12
Theorie
10
Theory
10
Portfolio-Management
8
Nutzen
3
Risikoaversion
3
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3
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Utility
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Optimal portfolio choice
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Basili, Marcello
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1
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1
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1
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International journal of theoretical and applied finance
Journal of mathematical economics
14
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
Theory and decision : an international journal for multidisciplinary advances in decision science
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Journal of economic theory
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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Journal of economic dynamics & control
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Journal of risk and uncertainty : JRU
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Asia-Pacific journal of risk and insurance : APJRI
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International review of financial analysis
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La finance et les nouveaux modèles de décision dans l'incertain et dans le risque
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1
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
4
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
5
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
6
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
7
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
8
Ambiguity and portfolio inertia
Basili, Marcello
;
Fontini, Fulvio
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 785-795
Persistent link: https://www.econbiz.de/10001763182
Saved in:
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