Exponential utility

Results: 43



#Item
11Exponential utility / Hyperbolic absolute risk aversion / Isoelastic utility / Risk aversion / Expected utility hypothesis / Modern portfolio theory / Endogeneity / Equity premium puzzle / Risk / Economics / Utility / Financial economics

The Economic Society of Australia Inc. Proceedings of the 37th Australian

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Source URL: www.ace08.com.au

Language: English - Date: 2008-10-28 06:43:22
12Mathematical sciences / Economics / Actuarial science / Utility / Financial economics / Coherent risk measure / Entropic risk measure / Exponential family / Exponential utility / Statistics / Mathematical finance / Financial risk

On Risk Measures, Market Making, and Exponential Families JACOB D. ABERNETHY University of Michigan and RAFAEL M. FRONGILLO

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Source URL: www.sigecom.org

Language: English - Date: 2014-12-16 17:33:22
13Microeconomics / Utility / Statistics / Risk / Decision theory / Hyperbolic discounting / Risk aversion / Exponential discounting / Discount function / Actuarial science / Economics / Behavioral finance

! ! Economics!Working!Paper!Series! 2013!6!15!

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Source URL: ses.library.usyd.edu.au

Language: English - Date: 2013-09-03 20:02:50
14Income distribution / Macroeconomics / Index numbers / Welfare economics / Economic inequality / Wealth / Exponential utility / Autoregressive conditional heteroskedasticity / Pareto distribution / Economics / Statistics / Socioeconomics

The Distribution of Wealth with Uncertain Income Ian Irvine and Susheng Wang¤ December 2001

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Source URL: home.ust.hk

Language: English - Date: 2014-09-25 07:39:16
15Knowledge / Decision theory / Financial economics / Game theory / Exponential utility / Expected utility hypothesis / Mathematical optimization / Risk aversion / Uncertainty / Utility / Economics / Statistics

1 Updated 7 March 2004 ECON/SØK500 Natural resource economics, Spring 2003 Olav Bjerkholt:

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Source URL: folk.uio.no

Language: English - Date: 2004-09-27 06:33:36
16Utility / Economic methodology / Mathematical economics / Mechanism design / Economic model / Labour economics / Macroeconomic model / Exponential utility / Market / Economics / Ethics / Game theory

Machine Learning Markets Amos Storkey School of Informatics, University of Edinburgh [removed]

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2011-09-02 09:03:54
17Economics / Capital asset pricing model / Beta / Utility / Exponential utility / Correlation and dependence / Mathematical finance / Financial economics / Finance

FINM 6900 Finance Theory University of Queensland Assignment[removed]What is the intuition behind the APT? What implications does it have for

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:45:28
18Exponential function / Event horizon / Entropy / Horizon / Physics / Mathematical analysis / Exponentials / Mathematics

Main points of the talk The ultimate goal & our approach’s intuition Market Model, Definitions and Notations Main Problems: Statement Horizon-unbiased vs Forward utility Explicit description of Exponential Forward util

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-25 08:30:10
19Ethics / Exponential discounting / Discount function / Hyperbolic discounting / Intertemporal choice / Utility / Exponential function / Hyperbolic absolute risk aversion / Altruism / Decision theory / Mathematical analysis / Mathematics

Journal of Economic Theory[removed] – 266 www.elsevier.com/locate/jet Discounting and altruism to future decision-makers夡 Maria Saez-Martia,∗,1 , Jörgen W. Weibullb,2

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Source URL: pzp.hhs.se

Language: English - Date: 2011-04-14 07:32:58
20Economics / Finance / Mathematical optimization / Operations research / Exponential utility / Portfolio optimization / Hyperbolic absolute risk aversion / Utility / Financial economics / Investment

Framework General case Examples Optimal investment under relative performance concerns

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:06:37
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