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1
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
2
Subjective expected
utility
through stochastic independence
Grabisch, Michel
;
Monet, Benjamin
;
Vergopoulos, Vassilios
- In:
Economic theory
76
(
2023
)
3
,
pp. 723-757
Persistent link: https://www.econbiz.de/10014426054
Saved in:
3
On stochastic independence under ambiguity
Ceron, Federica
;
Vergopoulos, Vassilios
- In:
Economic theory
71
(
2021
)
3
,
pp. 925-960
Persistent link: https://www.econbiz.de/10012584388
Saved in:
4
Subjective probability and stochastic independence
Monet, Benjamin
;
Vergopoulos, Vassili
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014230192
Saved in:
5
A proposal to extend expeced
utility
in a quantum probabilistic framework
Aerts, Diederik
;
Haven, Emmanuel E.
;
Sozzo, Sandro
- In:
Economic theory : official journal of the Society for …
65
(
2018
)
4
,
pp. 1079-1109
Persistent link: https://www.econbiz.de/10011949437
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6
Portfolio choice algorithms, including exact stochastic dominance
Vinod, Hrishikesh D.
- In:
Journal of financial stability
70
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490457
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7
Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos
;
Theilacker, Lorenz
;
Zagst, Rudi
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
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8
Range-dependent
utility
Kontek, Krzysztof
;
Lewandowski, Michał
- In:
Management science : journal of the Institute for …
64
(
2018
)
6
,
pp. 2812-2832
Persistent link: https://www.econbiz.de/10011879030
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9
Alternative
utility
functions : review, analysis and comparison
Harel, Arie
;
Francis, Jack Clark
;
Harpaz, Giora
- In:
Review of quantitative finance and accounting
51
(
2018
)
3
,
pp. 785-811
Persistent link: https://www.econbiz.de/10012038397
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10
Axiomatic foundations of expected
utility
and subjective probability
Karni, Edi
-
2014
Persistent link: https://www.econbiz.de/10010366845
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