Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk aversion"
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
Pricing and hedging basis risk...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk aversion
Theorie
15
Theory
15
Portfolio selection
10
Portfolio-Management
10
Arbitrage
6
Nutzen
4
Utility
4
ARBITRAGE
3
CAPM
3
Incomplete market
3
Mathematical programming
3
Mathematische Optimierung
3
Nutzenfunktion
3
Unvollkommener Markt
3
Utility function
3
COUTS DE TRANSACTION
2
Erwartungsnutzen
2
Expected utility
2
Financial investment
2
Hedging
2
Kapitalanlage
2
Martingal
2
Martingale
2
Risiko
2
Risikoaversion
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
Transaction costs
2
Transaktionskosten
2
"S-shaped" utility function
1
Absence of instantaneous profit (AIP)
1
Analysis
1
Anlageverhalten
1
Arbitrage Pricing
1
Arbitrage pricing
1
Basis risk
1
Behavioural finance
1
Choquet integral
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Carassus, Laurence
2
Rásonyi, Miklós
1
Wiesel, Johannes
1
Published in...
All
Annals of finance
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
2
Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity
Carassus, Laurence
;
Wiesel, Johannes
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 519-551
Persistent link: https://www.econbiz.de/10015394809
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
