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Azgad-Tromer, Shlomit - 2017

Public Utilities Commissions (PUCs) are charged with regulating a public utility's rates at levels that serve the … public's interest while allowing the utility's investors to earn a rate commensurate with that expected by businesses facing … with standard asset pricing theory than those of untreated placebo groups. Our results suggest that it is possible to train …

Persistent link: https://www.econbiz.de/10012953264

Mixture of consistent stochastic utilities, and a priori randomness

Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012650235

Dynamic utility and related nonlinear spdes driven by Lévy noise

Matoussi, Anis; Mrad, Mohamed - In: International journal of theoretical and applied … 25 (2022) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10013189927

Optimizing tourist demands with utility efficient frontier

Rakotondramaro, Hanitra; Botti, Laurent - In: Tourism economics : the business and finance of tourism … 24 (2018) 2, pp. 157-166

Persistent link: https://www.econbiz.de/10011872529

Design of comprehensive income products for retirement using utility functions

Warren, Geoff - In: Australian journal of management 47 (2022) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10012801598

Test for trading costs effect in a portfolio selection problem with recursive utility

Carrasco, Marine; Koné, N'Golo - 2024

Persistent link: https://www.econbiz.de/10015338758

Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms

Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424

Persistent link: https://www.econbiz.de/10001815100

A note on consistent utility maximization

Blomquist, Sören - 1979

Persistent link: https://www.econbiz.de/10001928717

Acceptable mean-variance indifference curves

Ashton, D. J. - In: Economics letters 15 (1984) 1/2, pp. 59-64

Persistent link: https://www.econbiz.de/10001861904

Sparse Mean-Variance Portfolios : A Penalized Utility Approach

Puelz, David - 2016

This paper considers mean-variance optimization under uncertainty, specifically when one desires a sparsified set of optimal portfolio weights. From the standpoint of a Bayesian investor, our approach produces a small portfolio from many potential assets while acknowledging uncertainty in asset...

Persistent link: https://www.econbiz.de/10012999384