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Optimal investment for a defined-contribution pension scheme under a regime switching model

Chen, An; Delong, Łukasz - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 397-419

Persistent link: https://www.econbiz.de/10011312280

Afriat’s theorem and some extensions to choice under uncertainty

Diewert, Walter E. - 2011

Persistent link: https://www.econbiz.de/10009427309

Revealed preference in a discrete consumption space

Polisson, Matthew; Quah, John K.-H. - 2012

We show that an agent maximizing some utility function on a discrete (as opposed to continuous) consumption space will obey the generalized axiom of revealed preference (GARP) so long as the agent obeys cost efficiency. Cost efficiency will hold if there is some good, outside the set of goods...

Persistent link: https://www.econbiz.de/10009511308

Utility theory front to back-inferring utility from agents' choices

Cox, Alexander M. G.; Hobson, David G.; Obłój, Jan - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-44

Persistent link: https://www.econbiz.de/10010364759

Revealed preference in a discrete consumption space

Polisson, Matthew; Quah, John K.-H. - 2012

Persistent link: https://www.econbiz.de/10009545962

Afriat's theorem and some extensions to choice under uncertainty

Diewert, Walter E. - In: The economic journal : the journal of the Royal … 122 (2012) 560, pp. 305-331

Persistent link: https://www.econbiz.de/10009573239

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

A reinterpretation of the optimal demand for risky assets in fund separation theorems

Deguest, Romain; Martellini, Lionel; Milhau, Vincent - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4333-4347

Persistent link: https://www.econbiz.de/10011921525

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

Afriat's Theorem and Samuelson's "Eternal Darkness"

Polisson, Matthew; Renou, Ludovic - In: Journal of mathematical economics 65 (2016), pp. 36-40

Persistent link: https://www.econbiz.de/10011665574