//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics and financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected utility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Erwartungsnutzen
13
Expected utility
13
Theorie
8
Theory
8
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Portfolio selection
4
Portfolio-Management
4
Ambiguity
3
CAPM
3
Risiko
3
Risikoaversion
3
Risk
3
Risk aversion
3
Utility maximization
3
Bid-ask spread
2
Certainty equivalent
2
Choquet integral
2
Cost-efficiency
2
Geld-Brief-Spanne
2
Incomplete market
2
Knightian uncertainty
2
Mathematical programming
2
Mathematische Optimierung
2
Non-additive probability
2
Nonlinear pricing
2
Option pricing theory
2
Optionspreistheorie
2
Payoff distributional pricing
2
Unvollkommener Markt
2
Additive
1
Ambiguity aversion
1
Beliefs
1
Beta distributions
1
Capacity
1
Conditional expectation
1
Contingent claims
1
Convex duality
1
Convex vector optimization
1
Credit risk
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Ghossoub, Mario
2
Beiglböck, Mathias
1
Chamorro, Arritokieta
1
Collin-Dufresne, Pierre
1
Garlappi, Lorenzo
1
Hugonnier, Julien
1
Junca, Mauricio
1
Kassberger, Stefan
1
Klibanoff, Peter
1
Kraft, Holger
1
Liebmann, Thomas
1
Muhle-Karbe, Johannes
1
Mukerji, Sujoy
1
Pirvu, Traian A.
1
Rudloff, Birgit
1
Schulze, Klaas
1
Seifried, Frank Thomas
1
Seo, Kyoungwon
1
Serrano, Rafael
1
Silva, Francisco J.
1
Skoulakis, Georgios
1
Temme, Johannes
1
Ulus, Firdevs
1
Usategui, José María
1
Veraguas, Julio Backhoff
1
more ...
less ...
Published in...
All
Mathematics and financial economics
Journal of economic theory
115
Theory and decision : an international journal for multidisciplinary advances in decision science
111
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
52
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
34
Insurance / Mathematics & economics
32
Working paper
30
Social choice and welfare
25
CESifo working papers
24
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
24
European journal of operational research : EJOR
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Experimental economics : a journal of the Economic Science Association
20
Working paper / National Bureau of Economic Research, Inc.
20
Working papers / Penn Institute for Economic Research
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Discussion paper
16
Discussion paper / Tinbergen Institute
16
NBER working paper series
16
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
16
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
15
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
15
Economic theory
15
Research paper series / Swiss Finance Institute
15
The economic journal : the journal of the Royal Economic Society
15
Working papers / Department of Economics, The Johns Hopkins University
15
Discussion paper series / University of Heidelberg, Department of Economics
14
Revue économique : revue bimestrielle
14
SpringerLink / Bücher
14
The American economic review
14
Theoretical economics : TE ; an open access journal in economic theory
14
American journal of agricultural economics
13
Discussion paper / Centre for Economic Policy Research
13
Europäische Hochschulschriften / 5
13
International journal of theoretical and applied finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
2
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:
3
Symmetry axioms and perceived ambiguity
Klibanoff, Peter
;
Mukerji, Sujoy
;
Seo, Kyoungwon
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011963283
Saved in:
4
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
Saved in:
5
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
Veraguas, Julio Backhoff
;
Silva, Francisco J.
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10011963865
Saved in:
6
Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
Chamorro, Arritokieta
;
Usategui, José María
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 475-493
Persistent link: https://www.econbiz.de/10011963874
Saved in:
7
Additive portfolio improvement and utility-efficient payoffs
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 241-262
Persistent link: https://www.econbiz.de/10011900543
Saved in:
8
Cost-efficient contingent claims with market frictions
Ghossoub, Mario
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10011446032
Saved in:
9
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
10
Multi-stock portfolio optimization under prospect theory
Pirvu, Traian A.
;
Schulze, Klaas
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 337-362
Persistent link: https://www.econbiz.de/10009623555
Saved in:
11
Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias
;
Muhle-Karbe, Johannes
;
Temme, Johannes
- In:
Mathematics and financial economics
6
(
2012
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009544192
Saved in:
12
Taylor series approximations to expected utility and optimal portfolio choice
Garlappi, Lorenzo
;
Skoulakis, Georgios
- In:
Mathematics and financial economics
5
(
2011
)
2
,
pp. 121-156
Persistent link: https://www.econbiz.de/10009315536
Saved in:
13
Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
3
(
2010
)
3/4
,
pp. 115-138
Persistent link: https://www.econbiz.de/10008659800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->