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A Geometric Measure for the Violation of Utility Maximization

Heufer, Jan - 2008

Revealed Preference offers nonparametric tests for whether consumption observations can be rationalized by a utility function. If a consumer is inconsistent with GARP, we might need a measure for the severity of inconsistency. One widely used measure is the Afriat efficiency index (AEI). We...

Persistent link: https://www.econbiz.de/10012723145

Modelling agricultural risk in a large scale positive mathematical programming model

Arribas, Iván; Louhichi, Kamel; Perni, Angel; Vila, José - In: International journal of computational economics and … 10 (2020) 1, pp. 2-32

Persistent link: https://www.econbiz.de/10012175622

Optimal order quantity by maximising expected utility for the newsboy model

Ota, Mahadev; Srinivasan, S.; Nandakumar, C. D. - In: International journal of procurement management 12 (2019) 4, pp. 410-424

Persistent link: https://www.econbiz.de/10012138469

Expected utility optimization with convolutional stochastically ordered returns

Gauchon, Romain; Barigou, Karim - In: Risks : open access journal 12 (2024) 6, pp. 1-19

Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as …

Persistent link: https://www.econbiz.de/10014636719

How to measure risk?

Pflug, Georg - In: Modelling and decisions in economics : essays in honor …, (pp. 39-59). 1999

Persistent link: https://www.econbiz.de/10001430580

A problem of optimization in a case of foreign investment

Casasús, Trinidad; Pérez, Juan Carlos - In: Financial modelling : with 74 tables : [a selection of …, (pp. 111-124). 2000

Persistent link: https://www.econbiz.de/10001484967

Efficient frontier derived from opinions and the utility optimization problem

Ballestero, Enrique - In: Advances in multiple objective and goal programming : …, (pp. 356-364). 1997

Persistent link: https://www.econbiz.de/10001322091

Preference disaggregation methodology in segmentation problems : the case of financial distress

Zopounidis, Constantin - In: New operational approaches for financial modelling, (pp. 417-439). 1997

Persistent link: https://www.econbiz.de/10001299201

Necessary conditions for generalized stochastic dominance efficiency of mixtures of risky alternatives

MacCamley, Francis - In: The journal of economics 12 (1986), pp. 28-32

Persistent link: https://www.econbiz.de/10001253506

Calibration, expected utility and local optimality

Foster, Dean P.; Vohra, Rakesh V. - 1999

Persistent link: https://www.econbiz.de/10001394731