//--> //--> //--> //-->
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
~subject:"Expected utility"
~subject:"Utility maximization"
~type:"article"
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:"Utility maximization"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Expected utility
Utility maximization
utility maximization
89
Theorie
64
Theory
64
Portfolio selection
59
Portfolio-Management
57
Stochastic process
28
Stochastischer Prozess
28
Nutzenmaximierung
25
Mathematical programming
18
Mathematische Optimierung
18
Option pricing theory
16
Optionspreistheorie
16
Transaction costs
14
Incomplete market
12
Risiko
12
Risk
12
Erwartungsnutzen
11
Martingal
11
Martingale
11
Unvollkommener Markt
11
Hedging
9
Incomplete markets
9
Nutzentheorie
9
Transaktionskosten
9
Utility theory
9
Nutzen
8
Offenbarte Präferenzen
8
Revealed preferences
8
Utility
8
CAPM
7
Control theory
7
Kontrolltheorie
7
Markov chain
7
Markov-Kette
7
Portfolio optimization
7
Risk aversion
7
convex duality
7
profit maximization
7
more ...
less ...
Online availability
All
Undetermined
116
Free
3
Type of publication
All
Article
Book / Working Paper
56
Type of publication (narrower categories)
All
Article in journal
82
Aufsatz in Zeitschrift
82
Aufsatz im Buch
5
Book section
5
Conference paper
1
Konferenzbeitrag
1
Language
All
English
86
Undetermined
55
German
2
Author
All
Sass, Jörn
6
Escobar, Marcos
4
Li, Zhongfei
4
Rásonyi, Miklós
4
Yi, Bo
4
Zagst, Rudi
4
Carassus, Laurence
3
Ghossoub, Mario
3
Mostovyi, Oleksii
3
Viens, Frederi G.
3
Zou, Bin
3
Bahaji, Hamza
2
Bayraktar, Erhan
2
Bichuch, Maxim
2
Cadenillas, Abel
2
Ceci, Claudia
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Clark, Ephraim
2
Fan, Gang-Zhi
2
Gomes, Orlando
2
Grandits, Peter
2
Kassimatis, Konstantinos
2
Kolympiris, Christos
2
Koo, Hyeng Keun
2
Larsen, Kasper
2
Law, Baron
2
Leung, Tim
2
Lin, Hongcan
2
Lin, Xiang
2
Neykova, Daniela
2
Pu, Ming
2
Saunders, David M.
2
Siu, Tak
2
Tankov, Peter
2
Temme, Johannes
2
Thonhauser, Stefan
2
Weng, Chengguo
2
Wunderlich, Ralf
2
Zeng, Yan
2
more ...
less ...
Published in...
All
Finance and Stochastics
11
Computational Statistics
7
Mathematical Methods of Operations Research
7
Insurance: Mathematics and Economics
6
Mathematics and financial economics
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
Annals of finance
4
International journal of theoretical and applied finance
4
Annals of Finance
3
Economic modelling
3
Social choice and welfare
3
American economic journal : a journal of the American Economic Association
2
Decisions in Economics and Finance
2
European journal of operational research : EJOR
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International review of financial analysis
2
Mathematical methods of operations research
2
Operations research letters
2
The economic journal : the journal of the Royal Economic Society
2
Transportation research / E : an international journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of Economics and Finance
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Australian economic papers
1
Business ethics : a European review
1
Canadian journal of agricultural economics : CJAE
1
Computational Management Science : CMS
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Die Zukunft des Kapitalismus
1
Ecological Economics
1
Economic Modelling
1
Economics letters
1
Electronic commerce research
1
Energy Policy
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
RePEc
56
Showing
1
-
50
of
143
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Experimental tests of rational inattention
Dean, Mark
;
Neligh, Nathaniel
- In:
Journal of political economy
131
(
2023
)
12
,
pp. 3415-3461
Persistent link: https://www.econbiz.de/10014467240
Saved in:
2
Portfolio optimization : not necessarily concave utility and constraints on wealth and allocation
Escobar, Marcos
;
Kschonnek, Michel
;
Zagst, Rudi
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
Saved in:
3
Paradox in the making : toward a theory of utility maximization in human-commercial robot interactions
Chou, Shih Yung
;
Barron, Katelin
;
Ramser, Charles
- In:
Journal of organizational change management
36
(
2023
)
7
,
pp. 1144-1162
Persistent link: https://www.econbiz.de/10014474648
Saved in:
4
The insider trading problem in a jump-binomial model
Halconruy, Hélène
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 379-413
Persistent link: https://www.econbiz.de/10014443749
Saved in:
5
Testing for weak separability and utility maximization with incomplete adjustment
Hjertstrand, Per
;
Swofford, James L.
;
Whitney, Gerald A.
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014427611
Saved in:
6
Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng
;
Nguyen, Thai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10014247652
Saved in:
7
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
8
Feed price risk management for sheep production in Spain : a composite future cross-hedging strategy
Pérez-Franco, Ismael
;
Otto Thomasz, Esteban
; …
- In:
Risk management : an international journal
24
(
2022
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10013258135
Saved in:
9
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
10
On equity market inefficiency during the COVID-19 pandemic
Navratil, Robert
;
Taylor, Stephen
;
Večeř, Jan
- In:
International review of financial analysis
77
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805948
Saved in:
11
Stochastic revealed preferences with measurement error
Aguiar, Victor H.
;
Kashaev, Nail
- In:
The review of economic studies : RES
88
(
2021
)
4
,
pp. 2042-2093
Persistent link: https://www.econbiz.de/10012595388
Saved in:
12
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:
13
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:
14
Mean-variance versus utility maximization revisited : the case of constant relative risk aversion
Kassimatis, Konstantinos
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013254548
Saved in:
15
Optimal bookmaking
Loring, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
Saved in:
16
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model
Ma, Jingtang
;
Li, Wenyuan
;
Zheng, Harry
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 428-440
Persistent link: https://www.econbiz.de/10012132415
Saved in:
17
Max U, morality, and the future of economics
Hodgson, Geoffrey M.
- In:
History, methodology and identity for a 21st century …
,
(pp. 99-123)
.
2020
Persistent link: https://www.econbiz.de/10012125939
Saved in:
18
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
19
BSDE approach to utility maximization with square-root factor processes
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Operations research letters
48
(
2020
)
2
,
pp. 130-135
Persistent link: https://www.econbiz.de/10012254025
Saved in:
20
Continuity of utility maximization under weak convergence
Bayraktar, Erhan
;
Dolinsky, Yan
;
Guo, Jia
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 725-757
Persistent link: https://www.econbiz.de/10012321870
Saved in:
21
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
22
An equilibrium theory of retirement plan design
Bubb, Ryan
;
Warren, Patrick
- In:
American economic journal : a journal of the American …
12
(
2020
)
2
,
pp. 22-45
Persistent link: https://www.econbiz.de/10012418669
Saved in:
23
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
24
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
25
Liner shipping industry and oil price volatility : dynamic connectedness and portfolio diversification
Maitra, Debasish
;
Chandra, Saurabh
;
Dash, Saumya Ranjan
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012294944
Saved in:
26
Der Homo Oeconomicus im Recht : Nutzenstifter oder Störenfried?
Rodi, Michael
- In:
Recht trifft Wirtschaft : Festschrift zur Ringvorlesung …
,
(pp. 47-64)
.
2019
Persistent link: https://www.econbiz.de/10012101282
Saved in:
27
A measure of total firm performance : new insights for the corporate objective
Belghitar, Yacine
;
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Decision making and risk/return optimization in …
,
(pp. 121-141)
.
2019
Persistent link: https://www.econbiz.de/10012127938
Saved in:
28
Die Physiologie der Gier
Reitsamer, Herbert A.
- In:
Die Zukunft des Kapitalismus
,
(pp. 79-88)
.
2019
Persistent link: https://www.econbiz.de/10012151358
Saved in:
29
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
30
Is utility maximization compromised by acute intoxication with THC or MDMA?
Bedi, Gillinder
;
Burghart, Dan
- In:
Economics letters
171
(
2018
),
pp. 128-132
Persistent link: https://www.econbiz.de/10012021843
Saved in:
31
Optimal portfolio choices and the determination of housing rents under housing market uncertainty
Fan, Gang-Zhi
;
Pu, Ming
;
Deng, Xiaoying
;
Ong, Seow-eng
- In:
Journal of housing economics
41
(
2018
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012103872
Saved in:
32
Strategy-proofness of scoring allocation correspondences for indivisible goods
Nguyen, Nhan-Tam
;
Baumeister, Dorothea
;
Rothe, Jörg
- In:
Social choice and welfare
50
(
2018
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10012009700
Saved in:
33
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
34
Approximation for portfolio optimization in a financial market with shot-noise jumps
Putyatina, Oleksandra
;
Sass, Jörn
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10011876522
Saved in:
35
An economic theory of altruism based on rankings in a stable social hierarchy
Mantell, Edmund H.
- In:
International review of economics : journal of civil economy
65
(
2018
)
4
,
pp. 421-447
Persistent link: https://www.econbiz.de/10011960700
Saved in:
36
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:
37
Arbitrage and utility maximization in market models with an insider
Chau, Huy N.
;
Runggaldier, Wolfgang J.
;
Tankov, Peter
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 589-614
Persistent link: https://www.econbiz.de/10011963883
Saved in:
38
Optimal deterministic mechanism design : type-independent preference orderings
Matsushima, Hitoshi
- In:
The Japanese economic review : the journal of the …
69
(
2018
)
4
,
pp. 363-373
Persistent link: https://www.econbiz.de/10011952243
Saved in:
39
Can understanding spatial equilibria enhance benefit transfers for environmental policy evaluation?
Kuminoff, Nicolai V.
- In:
Environmental & resource economics : the official …
69
(
2018
)
3
,
pp. 591-608
Persistent link: https://www.econbiz.de/10011939425
Saved in:
40
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
41
The effects of off-farm work on fertilizer and pesticide expenditures in China
Ma, Wanglin
;
Abdulai, Awudu
;
Ma, Chunbo
- In:
Review of development economics : an essential resource …
22
(
2018
)
2
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011971970
Saved in:
42
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
43
A graph theoretic approach to the slot allocation problem
Chun, Youngsub
;
Park, Boram
- In:
Social choice and welfare
48
(
2017
)
1
,
pp. 133-152
Persistent link: https://www.econbiz.de/10011623294
Saved in:
44
Afriat in the lab
Bruggen, Paul van
;
Heufer, Jan
- In:
Journal of economic theory
169
(
2017
),
pp. 546-550
Persistent link: https://www.econbiz.de/10011747980
Saved in:
45
Choosing price or quantity? : the role of delegation and network externalities in a mixed duopoly
Nakamura, Yasuhiko
- In:
Australian economic papers
56
(
2017
)
2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10011789001
Saved in:
46
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
47
Contracting on ambiguous prospects
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
- In:
The economic journal : the journal of the Royal …
127
(
2017
)
606
,
pp. 2241-2262
Persistent link: https://www.econbiz.de/10011802807
Saved in:
48
Revealed preferences with plural motives : axiomatic foundations of normative assessments in non-utilitarian welfare economics
Silva-Leander, Sebastian
;
Seth, Suman
- In:
Social choice and welfare
48
(
2017
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10011885637
Saved in:
49
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
50
Utility maximization under risk constraints and incomplete information for a market with a change point
Janke, Oliver
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 451-484
Persistent link: https://www.econbiz.de/10011815289
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->