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Stochastic process
Utility maximization
198
utility maximization
173
Theorie
103
Theory
96
Portfolio selection
84
Portfolio-Management
83
Nutzenmaximierung
79
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Revealed preferences
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Expected utility
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Consumer behaviour
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GARP
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Rationalität
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18
Consumption theory
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Konsumtheorie
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generalized axiom of revealed preference
16
rationality
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Mostovyi, Oleksii
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Bichuch, Maxim
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Chevalier, Etienne
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Li, Zhongfei
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Lin, Hongcan
2
Saunders, David M.
2
Schachermayer, Walter
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Viens, Frederi G.
2
Weng, Chengguo
2
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2
Zhou, Zhou
2
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2
Abergel, Frédéric
1
Abergel, Frédérik
1
Angoshtari, Bahman
1
Blanchet-Scalliet, Christophette
1
Ceci, Claudia
1
Chen, Xiaodong
1
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Ching, Wai Ki
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International journal of theoretical and applied finance
4
Annals of finance
3
Finance and stochastics
3
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Applied mathematical finance
2
European journal of operational research : EJOR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research
2
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Computational Management Science : CMS
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ECONIS (ZBW)
37
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Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
3
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
4
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
5
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
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6
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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7
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
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8
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
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9
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo
;
Viens, Frederi G.
;
Law, Baron
;
Li, Zhongfei
- In:
Annals of finance
11
(
2015
)
1
,
pp. 37-75
Persistent link: https://www.econbiz.de/10011376170
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10
Utility maximization in incomplete markets in the presence of claims or random endowments
Mereu, Carla
-
2015
Persistent link: https://www.econbiz.de/10011317330
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