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~isPartOf:"International journal of theoretical and applied finance"
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Erwartungsnutzen
12
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12
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10
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8
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8
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3
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International journal of theoretical and applied finance
Journal of economic theory
116
Theory and decision : an international journal for multidisciplinary advances in decision science
114
Journal of risk and uncertainty : JRU
100
Journal of mathematical economics
93
Economic theory : official journal of the Society for the Advancement of Economic Theory
86
Economics letters
76
Games and economic behavior
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of economic behavior & organization : JEBO
36
Mathematical social sciences
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Insurance / Mathematics & economics
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Working paper
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Social choice and welfare
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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European journal of operational research : EJOR
22
Experimental economics : a journal of the Economic Science Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / National Bureau of Economic Research, Inc.
20
Working papers / Penn Institute for Economic Research
19
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
17
Economic theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Research paper series / Swiss Finance Institute
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The economic journal : the journal of the Royal Economic Society
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Working papers / Department of Economics, The Johns Hopkins University
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Discussion paper series / University of Heidelberg, Department of Economics
14
Finance research letters
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Revue économique : revue bimestrielle
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SpringerLink / Bücher
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The American economic review
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Theoretical economics : TE ; an open access journal in economic theory
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American journal of agricultural economics
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Discussion paper / Centre for Economic Policy Research
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
13
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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
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim
;
Park, Hyungbin
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
Saved in:
6
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:
7
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:
8
Conditional certainty equivalent
Frittelli, Marco
;
Maggis, Marco
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10008908394
Saved in:
9
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:
10
Sharpe ratio maximization and expected utility when asset prices have jumps
Christensen, Morten Mosegaard
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1339-1364
Persistent link: https://www.econbiz.de/10003632086
Saved in:
11
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang
;
Sandow, Sven
;
Friedman, Craig
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Saved in:
12
Model performance measures for expected utility maximizing investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
Saved in:
13
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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