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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Nutzenfunktion
12
Utility function
12
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5
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5
Option pricing theory
4
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Schachermayer, Walter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of mathematical economics
55
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
Economics letters
45
Journal of economic theory
38
European journal of operational research : EJOR
24
Working paper / National Bureau of Economic Research, Inc.
23
NBER working paper series
22
Social choice and welfare
20
Mathematical social sciences
19
NBER Working Paper
17
Discussion paper / Centre for Economic Policy Research
16
Journal of risk and uncertainty : JRU
16
Theory and decision : an international journal for multidisciplinary advances in decision science
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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
12
Finance and stochastics
12
The review of economics and statistics
12
CESifo working papers
11
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
11
International economic review
10
Journal of economic behavior & organization : JEBO
10
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
10
Economics bulletin : EB
9
Journal of economics
9
Cowles Foundation discussion paper
8
Discussion paper / University of British Columbia, Department of Economics
8
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
8
Games and economic behavior
8
IZA Discussion Papers
8
Journal of public economic theory
8
Macroeconomic dynamics
8
The journal of socio-economics
8
Working Papers
8
Applied economics
7
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
7
Journal of economic dynamics & control
7
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ECONIS (ZBW)
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1
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
Saved in:
2
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
3
Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Low, Cheekiat
;
Pachamanova, Dessislava A.
;
Sim, Melvyn
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 379-410
Persistent link: https://www.econbiz.de/10009613191
Saved in:
4
Optimal investment with an unbounded random endowment and utility-based pricing
Owen, Mark P.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 129-159
Persistent link: https://www.econbiz.de/10003818431
Saved in:
5
Optimal risk sharing for law invariant monetary utility functions
Jouini, Elyès
;
Schachermayer, Walter
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 269-292
Persistent link: https://www.econbiz.de/10003683277
Saved in:
6
Dynamic indifference valuation via convex risk measures
Klöppel, Susanne
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 599-627
Persistent link: https://www.econbiz.de/10003626635
Saved in:
7
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
8
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
9
A generalized Cameron-Martin formula with applications to partially observed dynamic portfolio optimization
Zohar, Gady
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001639067
Saved in:
10
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
Saved in:
11
A discrete-time intertemporal asset pricing model : GE approach with recursive utility
Ma, Chenghu
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 249-275
Persistent link: https://www.econbiz.de/10001245920
Saved in:
12
Certainty equivalence and logarithmic utilities in consumption/investment problems
Kuwana, Yoichi
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001189279
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