Journal articles on the topic 'HARA utility'
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Lim, A. E. B., and Xun Yu Zhou. "Risk-sensitive control with HARA utility." IEEE Transactions on Automatic Control 46, no. 4 (April 2001): 563–78. http://dx.doi.org/10.1109/9.917658.
Full textWang, Chunfeng, Hao Chang, and Zhenming Fang. "Optimal Consumption and Portfolio Decision with Heston’s SV Model Under HARA Utility Criterion." Journal of Systems Science and Information 5, no. 1 (June 8, 2017): 21–33. http://dx.doi.org/10.21078/jssi-2017-021-13.
Full textKINGSTON, GEOFFREY, and SUSAN THORP. "Annuitization and asset allocation with HARA utility." Journal of Pension Economics and Finance 4, no. 3 (October 6, 2005): 225–48. http://dx.doi.org/10.1017/s1474747205002088.
Full textBreuer, Wolfgang, and Marc Gürtler. "Performance Evaluation, Portfolio Selection, and HARA Utility." European Journal of Finance 12, no. 8 (December 2006): 649–69. http://dx.doi.org/10.1080/13518470500460228.
Full textDuffie, Darrell, Wendell Fleming, H. Mete Soner, and Thaleia Zariphopoulou. "Hedging in incomplete markets with HARA utility." Journal of Economic Dynamics and Control 21, no. 4-5 (May 1997): 753–82. http://dx.doi.org/10.1016/s0165-1889(97)00002-x.
Full textHaley, M. Ryan, M. Kevin McGee, and Todd B. Walker. "Disparity, Shortfall, and Twice-Endogenous HARA Utility." Econometric Reviews 32, no. 4 (April 2013): 524–41. http://dx.doi.org/10.1080/07474938.2012.690672.
Full textChang, Hao, and Xi-min Rong. "Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems with HARA Utility." Mathematical Problems in Engineering 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/656438.
Full textChang, Hao, Kai Chang, and Ji-mei Lu. "Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework." Abstract and Applied Analysis 2014 (2014): 1–12. http://dx.doi.org/10.1155/2014/312640.
Full textDeng, Chao, Hui Wu, and Shengjie Yue. "Optimal reinsurance and investment policies under HARA utility." International Journal of Computing and Optimization 6, no. 1 (2019): 1–11. http://dx.doi.org/10.12988/ijco.2019.932.
Full textGuu, S. M., and J. N. Wang. "Zero-Level Pricing and the HARA Utility Functions." Journal of Optimization Theory and Applications 139, no. 2 (April 22, 2008): 393–402. http://dx.doi.org/10.1007/s10957-008-9420-4.
Full textHuang, Minyi. "A Mean Field Capital Accumulation Game with HARA Utility." Dynamic Games and Applications 3, no. 4 (August 21, 2013): 446–72. http://dx.doi.org/10.1007/s13235-013-0092-9.
Full textTrottier, Denis-Alexandre, Van Son Lai, and Anne-Sophie Charest. "CAT Bond Spreads via HARA Utility and Nonparametric Tests." Journal of Fixed Income 28, no. 1 (June 11, 2018): 75–99. http://dx.doi.org/10.3905/jfi.2018.1.062.
Full textBo, Lijun, Xindan Li, Yongjin Wang, and Xuewei Yang. "Optimal Investment and Consumption with Default Risk: HARA Utility." Asia-Pacific Financial Markets 20, no. 3 (March 10, 2013): 261–81. http://dx.doi.org/10.1007/s10690-013-9167-2.
Full textÇanakoğlu, Ethem, and Süleyman Özekici. "Portfolio selection in stochastic markets with HARA utility functions." European Journal of Operational Research 201, no. 2 (March 2010): 520–36. http://dx.doi.org/10.1016/j.ejor.2009.03.017.
Full textYan, Wei. "Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations." Complexity 2017 (2017): 1–11. http://dx.doi.org/10.1155/2017/8734235.
Full textEllanskaya, A., and L. Vostrikova. "Utility Maximisation and Utility Indifference Price for Exponential Semi-martingale Models and HARA Utilities." Труды Математического института им. Стеклова 287, no. 04 (2014): 75–102. http://dx.doi.org/10.1134/s0371968514040050.
Full textEllanskaya, A., and L. Vostrikova. "Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities." Proceedings of the Steklov Institute of Mathematics 287, no. 1 (December 2014): 68–95. http://dx.doi.org/10.1134/s0081543814080057.
Full textLienhard, Markus. "Calculation of Price Equilibria for Utility Functions of the HARA Class." ASTIN Bulletin 16, S1 (April 1986): S91—S97. http://dx.doi.org/10.1017/s0515036100011673.
Full textLin, Tyrone T. "A new real options entry model with HARA utility class." Journal of Information and Optimization Sciences 25, no. 1 (January 2004): 121–36. http://dx.doi.org/10.1080/02522667.2004.10699597.
Full textEscobar, M., D. Neykova, and R. Zagst. "HARA utility maximization in a Markov-switching bond–stock market." Quantitative Finance 17, no. 11 (July 18, 2017): 1715–33. http://dx.doi.org/10.1080/14697688.2017.1302600.
Full textPerera, Ryle S. "Dynamic asset allocation for a bank under CRRA and HARA framework." International Journal of Financial Engineering 02, no. 03 (September 2015): 1550031. http://dx.doi.org/10.1142/s2424786315500310.
Full textKim, Jai Heui. "A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS." East Asian mathematical journal 31, no. 1 (January 31, 2015): 91–101. http://dx.doi.org/10.7858/eamj.2015.009.
Full textESCOBAR-ANEL, MARCOS, ANDREAS LICHTENSTERN, and RUDI ZAGST. "BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION." International Journal of Theoretical and Applied Finance 23, no. 07 (October 23, 2020): 2050045. http://dx.doi.org/10.1142/s0219024920500454.
Full textLIENHARD, Markus. "Calculation of the Price Equilibria for Utility Functions of the HARA Class." ASTIN Bulletin 16, no. 3 (December 1, 1986): 91–97. http://dx.doi.org/10.2143/ast.16.3.2014995.
Full textWang, Chun-Feng, Hao Chang, and Zhen-Ming Fang. "Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility." Journal of the Operations Research Society of China 6, no. 1 (January 16, 2018): 107–37. http://dx.doi.org/10.1007/s40305-017-0189-8.
Full textCallegaro, Giorgia, and Tiziano Vargiolu. "Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market." International Journal of Risk Assessment and Management 11, no. 1/2 (2009): 180. http://dx.doi.org/10.1504/ijram.2009.022204.
Full textChang, Hao, and Kai Chang. "Optimal consumption–investment strategy under the Vasicek model: HARA utility and Legendre transform." Insurance: Mathematics and Economics 72 (January 2017): 215–27. http://dx.doi.org/10.1016/j.insmatheco.2016.10.014.
Full textJung, Eun Ju, and Jai Heui Kim. "Optimal investment strategies for the HARA utility under the constant elasticity of variance model." Insurance: Mathematics and Economics 51, no. 3 (November 2012): 667–73. http://dx.doi.org/10.1016/j.insmatheco.2012.09.009.
Full textDostál, Petr. "Investment strategies in the long run with proportional transaction costs and a HARA utility function." Quantitative Finance 9, no. 2 (March 2009): 231–42. http://dx.doi.org/10.1080/14697680802039873.
Full textChevallier, Eric, and Heinz H. Müller. "Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies." ASTIN Bulletin 24, no. 1 (May 1994): 5–18. http://dx.doi.org/10.2143/ast.24.1.2005077.
Full textLin, Tyrone T., and Tsai-Ling Liu. "An Optimal Compensation Agency Model for Sustainability under the Risk Aversion Utility Perspective." Journal of Risk and Financial Management 14, no. 3 (March 5, 2021): 106. http://dx.doi.org/10.3390/jrfm14030106.
Full textBrocas, Isabelle, Juan D. Carrillo, Aleksandar Giga, and Fernando Zapatero. "Risk Aversion in a Dynamic Asset Allocation Experiment." Journal of Financial and Quantitative Analysis 54, no. 5 (September 19, 2018): 2209–32. http://dx.doi.org/10.1017/s0022109018001151.
Full textKubler, Felix, Larry Selden, and Xiao Wei. "Inferior Good and Giffen Behavior for Investing and Borrowing." American Economic Review 103, no. 2 (April 1, 2013): 1034–53. http://dx.doi.org/10.1257/aer.103.2.1034.
Full textHu, Chunhua, Wenyi Huang, and Tianhao Xie. "The Investigation of a Wealth Distribution Model on Isolated Discrete Time Domains." Mathematical Problems in Engineering 2020 (February 11, 2020): 1–21. http://dx.doi.org/10.1155/2020/4353025.
Full textZhang, Yan, Peibiao Zhao, Xinghu Teng, and Lei Mao. "Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform." Journal of Industrial & Management Optimization 13, no. 5 (2017): 0. http://dx.doi.org/10.3934/jimo.2020062.
Full textBROWN, JEFFREY, STEVEN HABERMAN, MOSHE MILEVSKY, and MIKE ORSZAG. "Overview of the Issue." Journal of Pension Economics and Finance 4, no. 3 (October 6, 2005): 1–2. http://dx.doi.org/10.1017/s1474747205002167.
Full textLI, WEIPING. "OPTIMAL DIVIDEND POLICY AND STOCK PRICES." International Journal of Theoretical and Applied Finance 23, no. 04 (June 2020): 2050023. http://dx.doi.org/10.1142/s0219024920500235.
Full textFang, Liu, Lim Meikuang, Guo Ye, Chen Xiaojuan, Yang Wenyu, Ruan Min, Chang Lixian, et al. "Successful Treatment of a 19-Month-Old Boy with Hepatitis Associated Aplastic Anemia by Infusion of Umbilical Cord-Derived Mesenchymal Stromal Cells: A Case Report." Cell Transplantation 30 (January 1, 2021): 096368972097714. http://dx.doi.org/10.1177/0963689720977144.
Full textRinda Rosmala. "FUNGSI UTILITAS BARANG HALAL." At Taajir : Jurnal Ekonomi, Bisnis dan Keuangan Syariah 1, no. 1 (August 1, 2019): 19–28. http://dx.doi.org/10.47902/attaajir.v1i1.24.
Full textTella, Oluwaseun. "Boko Haram Terrorism and Counter-Terrorism: The Soft Power Context." Journal of Asian and African Studies 53, no. 6 (November 2, 2017): 815–29. http://dx.doi.org/10.1177/0021909617739326.
Full textFuentes Herrera, Paula Beatriz, Adriana Delgado Alvarado, Braulio Edgar Herrera Cabrera, José Isabel Olvera Hernández, and María Lorena Luna Guevara. "Percepción del consumo y uso de haba: aporte nutricional en Ciudad Serdán, Puebla, México." Agricultura Sociedad y Desarrollo 17, no. 1 (June 9, 2020): 1–16. http://dx.doi.org/10.22231/asyd.v17i1.1319.
Full textBarden, Craig, Keith A. Stokes, and Carly D. McKay. "Utilising a Behaviour Change Model to Improve Implementation of the Activate Injury Prevention Exercise Programme in Schoolboy Rugby Union." International Journal of Environmental Research and Public Health 18, no. 11 (May 26, 2021): 5681. http://dx.doi.org/10.3390/ijerph18115681.
Full textErickson, J. Alan, Jun Lu, Jeffery J. Smith, Joshua A. Bornhorst, David G. Grenache, and Edward R. Ashwood. "Immunoassay for Quantifying Squamous Cell Carcinoma Antigen in Serum." Clinical Chemistry 56, no. 9 (September 1, 2010): 1496–99. http://dx.doi.org/10.1373/clinchem.2010.143156.
Full textDe Metsenaere, Machteld, and Sophie Bollen. "Schandelijke liefde. Sentimentele collaboratie en haar bestraffing in België na de Tweede Wereldoorlog." WT. Tijdschrift over de geschiedenis van de Vlaamse beweging 66, no. 3 (January 1, 2007): 228–59. http://dx.doi.org/10.21825/wt.v66i3.12557.
Full textHart, M. 't. "J. Francke, Utiliteyt voor de gemeene saake. De Zeeuwse commissievaart en haar achterban tijdens de Negenjarige Oorlog, 1688-1697." BMGN - Low Countries Historical Review 119, no. 1 (January 1, 2004): 102. http://dx.doi.org/10.18352/bmgn-lchr.5987.
Full textMoffat, F. L., C. M. Pinsky, L. Hammershaimb, N. J. Petrelli, Y. Z. Patt, F. S. Whaley, and D. M. Goldenberg. "Clinical utility of external immunoscintigraphy with the IMMU-4 technetium-99m Fab' antibody fragment in patients undergoing surgery for carcinoma of the colon and rectum: results of a pivotal, phase III trial. The Immunomedics Study Group." Journal of Clinical Oncology 14, no. 8 (August 1996): 2295–305. http://dx.doi.org/10.1200/jco.1996.14.8.2295.
Full textFrancke, Johan. "Reviews of Johan Francke, Utiliteyt voor de Gemeene Saake: De Zeeuwse commissievaart en haar achterban tijdens de Negenjarige Oorlog, 1688–1697." International Journal of Maritime History 14, no. 1 (June 2002): 287–319. http://dx.doi.org/10.1177/084387140201400118.
Full textWaduge, Chekhaprabha Priyadarshanee, Naleen Chaminda Ganegoda, Darshana Chitraka Wickramarachchi, and Ravindra Shanthakumar Lokupitiya. "Consensus Patterns of a Set of Time Series via a Wavelet-Based Temporal Localization: Emphasizing the Utility over Point-Wise Averaging and Averaging under Dynamic Time Warping." Journal of Applied Mathematics 2021 (August 5, 2021): 1–19. http://dx.doi.org/10.1155/2021/5535363.
Full textZhou, Minglang. "The Official National Language and Language Attitudes of Three Ethnic Minority Groups in China." Language Problems and Language Planning 23, no. 2 (December 31, 1999): 157–74. http://dx.doi.org/10.1075/lplp.23.2.03zho.
Full textAlonso Patiño, Omar. "Microcrédito Historia y experiencias exitosas de su implementación en América Latina." Revista EAN, no. 63 (August 1, 2008): 41. http://dx.doi.org/10.21158/01208160.n63.2008.442.
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