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Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert - In: European journal of operational research : EJOR 285 (2020) 3, pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
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Dynamic safety first expected utility model
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 271 (2018) 1, pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
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On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva; Escudero, Laureano F. - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
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The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
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Mean-variance approximations to expected utility
Markowitz, Harry - In: European journal of operational research : EJOR 234 (2014) 2, pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
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Risk pricing in a non-expected utility framework
Geiger, Gebhard - In: European journal of operational research : EJOR 246 (2015) 3, pp. 944-948
Persistent link: https://www.econbiz.de/10011344373
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Investigating the effects of mailing variables and endogeneity on mailing decisions
Schröder, Nadine; Hruschka, Harald - In: European journal of operational research : EJOR 250 (2016) 2, pp. 579-589
Persistent link: https://www.econbiz.de/10011441718
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Forecasting retailer product sales in the presence of structural change
Huang, Tao; Fildes, Robert; Soopramanien, Didier - In: European journal of operational research : EJOR 279 (2019) 2, pp. 459-470
Persistent link: https://www.econbiz.de/10012110716
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Interaction of pricing, advertising and experience quality : a dynamic analysis
Caulkins, Jonathan P.; Feichtinger, Gustav; Grass, Dieter; … - In: European journal of operational research : EJOR 256 (2017) 3, pp. 877-885
Persistent link: https://www.econbiz.de/10011639250
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A dynamic marketing-operations interface model of new product updates
Sale, R. Samuel; Mesak, Hani I.; Inman, R. Anthony - In: European journal of operational research : EJOR 257 (2017) 1, pp. 233-242
Persistent link: https://www.econbiz.de/10011639390