Results 201 to 210 of about 486,742 (215)

Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?

European Journal of Operational Research, 2015
Otto Loistl
exaly  

Under stochastic dominance Choquet-expected utility and anticipated utility are identical

Theory and Decision, 1990
Peter Wakker
exaly  

Stochastic expected utility theory

Journal of Risk and Uncertainty, 2007
Pavlo R Blavatskyy
exaly  

OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY

Mathematical Finance, 2015
Xunyu Zhou, Carole Bernard, Xuedong He   +2 more
exaly  

Mean-Variance Approximations to Expected Logarithmic Utility

Operations Research, 1983
exaly  

Random Expected Utility

Econometrica, 2006
Wolfgang Pesendorfer
exaly  

An intertemporal consumption–leisure model with non-expected utility

Economics Letters, 1999
exaly  

TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION

Mathematical Finance, 2010
Melvyn Sim, Karthik Natarajan, Joline Uichanco   +2 more
exaly  

Nonparametric Test of the Expected Utility Hypothesis

American Journal of Agricultural Economics, 1992
exaly  

Unbounded expected utility and continuity

Mathematical Social Sciences, 1984
exaly