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Maximizing expected utility in the Arbitrage Pricing Model [PDF]
Journal of Mathematical Analysis and Applications, 2017 We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal strategies for investors who maximize their expected utility.
Rasonyi, Miklos
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Quantum-like model of subjective expected utility [PDF]
Journal of Mathematical Economics, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Basieva, Irina +4 more
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Deploying Experienced Utility in Health Economic Evaluation: A Quantitative Study [PDF]
Journal of Market Access & Health PolicyBackground: Expected utility has been deployed in order to predict health behaviour in health economic evaluation. However, only limited variance in health behaviour is explained by this construct.
Damien S. E. Broekharst +5 more
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Deploying projected utility to predict health behaviour in health economics: a quantitative study [PDF]
Scientific ReportsExpected utility is increasingly deployed as a predictor of health behaviour within the broader domain of health economics and health sciences in general. However, research shows that this concept only explains limited variance in health behaviour.
Damien S. E. Broekharst +4 more
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How do defendants choose their trial court? Evidence for a heuristic processing account [PDF]
Judgment and Decision Making, 2013 In jurisdictions with two or more tiers of criminal courts, some defendants can choose the type of trial court to be tried in. This may involve a trade-off between the probability of acquittal/conviction and the estimated severity of sentence if ...
Mandeep K. Dhami, David R. Mandel
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A comparative study to find the optimal ordering quantity of the risk-neutral and risk-averse newsvendor [PDF]
Yugoslav Journal of Operations Research, 2023 In the classical newsvendor problem, it is considered that the newsvendor is risk-neutral and the Optimal Ordering Quantity (OOQ) was found which maximizes the newsvendor expected profit.
Mohan Varun, Ota Mahadev, Iqbal Pervaiz
doaj +1 more source
PLoS ONE, 2022 In recent years, NIMBY(Not In My Backyard) conflicts gradually become hot and difficult in the international community governance, people have realized that the government and people on both sides of the emotional factors have great influences on the ...
Hui Zhao, Weihan Wang, Mengran Zhang
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The SEV-SV Model—Applications in Portfolio Optimization
Risks, 2023 This paper introduces and studies a new family of diffusion models for stock prices with applications in portfolio optimization. The diffusion model combines (stochastic) elasticity of volatility (EV) and stochastic volatility (SV) to create the SEV-SV ...
Marcos Escobar-Anel, Weili Fan
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Developing Prospect Theory with Multiple Reference Points in Decision Making [PDF]
مدیریت صنعتی, 2022 Objective: Multi-attribute utility theory is one of the approaches in multi-attribute decision-making. It is developed based on the logic of the expected utility theory. The main difference between the methods derived from the expected utility theory and
Zahra Nemati +2 more
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Discounted and Expected Utility from the Probability and Time Trade-Off Model
Mathematics, 2020 This paper shows the interaction between probabilistic and delayed rewards. In decision- making processes, the Expected Utility (EU) model has been employed to assess risky choices whereas the Discounted Utility (DU) model has been applied to ...
Salvador Cruz Rambaud +1 more
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