Articoli di riviste sul tema "HARA utility"
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Lim, A. E. B., e Xun Yu Zhou. "Risk-sensitive control with HARA utility". IEEE Transactions on Automatic Control 46, n. 4 (aprile 2001): 563–78. http://dx.doi.org/10.1109/9.917658.
Testo completoWang, Chunfeng, Hao Chang e Zhenming Fang. "Optimal Consumption and Portfolio Decision with Heston’s SV Model Under HARA Utility Criterion". Journal of Systems Science and Information 5, n. 1 (8 giugno 2017): 21–33. http://dx.doi.org/10.21078/jssi-2017-021-13.
Testo completoKINGSTON, GEOFFREY, e SUSAN THORP. "Annuitization and asset allocation with HARA utility". Journal of Pension Economics and Finance 4, n. 3 (6 ottobre 2005): 225–48. http://dx.doi.org/10.1017/s1474747205002088.
Testo completoBreuer, Wolfgang, e Marc Gürtler. "Performance Evaluation, Portfolio Selection, and HARA Utility". European Journal of Finance 12, n. 8 (dicembre 2006): 649–69. http://dx.doi.org/10.1080/13518470500460228.
Testo completoDuffie, Darrell, Wendell Fleming, H. Mete Soner e Thaleia Zariphopoulou. "Hedging in incomplete markets with HARA utility". Journal of Economic Dynamics and Control 21, n. 4-5 (maggio 1997): 753–82. http://dx.doi.org/10.1016/s0165-1889(97)00002-x.
Testo completoHaley, M. Ryan, M. Kevin McGee e Todd B. Walker. "Disparity, Shortfall, and Twice-Endogenous HARA Utility". Econometric Reviews 32, n. 4 (aprile 2013): 524–41. http://dx.doi.org/10.1080/07474938.2012.690672.
Testo completoChang, Hao, e 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.
Testo completoChang, Hao, Kai Chang e 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.
Testo completoDeng, Chao, Hui Wu e Shengjie Yue. "Optimal reinsurance and investment policies under HARA utility". International Journal of Computing and Optimization 6, n. 1 (2019): 1–11. http://dx.doi.org/10.12988/ijco.2019.932.
Testo completoGuu, S. M., e J. N. Wang. "Zero-Level Pricing and the HARA Utility Functions". Journal of Optimization Theory and Applications 139, n. 2 (22 aprile 2008): 393–402. http://dx.doi.org/10.1007/s10957-008-9420-4.
Testo completoHuang, Minyi. "A Mean Field Capital Accumulation Game with HARA Utility". Dynamic Games and Applications 3, n. 4 (21 agosto 2013): 446–72. http://dx.doi.org/10.1007/s13235-013-0092-9.
Testo completoTrottier, Denis-Alexandre, Van Son Lai e Anne-Sophie Charest. "CAT Bond Spreads via HARA Utility and Nonparametric Tests". Journal of Fixed Income 28, n. 1 (11 giugno 2018): 75–99. http://dx.doi.org/10.3905/jfi.2018.1.062.
Testo completoBo, Lijun, Xindan Li, Yongjin Wang e Xuewei Yang. "Optimal Investment and Consumption with Default Risk: HARA Utility". Asia-Pacific Financial Markets 20, n. 3 (10 marzo 2013): 261–81. http://dx.doi.org/10.1007/s10690-013-9167-2.
Testo completoÇanakoğlu, Ethem, e Süleyman Özekici. "Portfolio selection in stochastic markets with HARA utility functions". European Journal of Operational Research 201, n. 2 (marzo 2010): 520–36. http://dx.doi.org/10.1016/j.ejor.2009.03.017.
Testo completoYan, 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.
Testo completoEllanskaya, A., e L. Vostrikova. "Utility Maximisation and Utility Indifference Price for Exponential Semi-martingale Models and HARA Utilities". Труды Математического института им. Стеклова 287, n. 04 (2014): 75–102. http://dx.doi.org/10.1134/s0371968514040050.
Testo completoEllanskaya, A., e L. Vostrikova. "Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities". Proceedings of the Steklov Institute of Mathematics 287, n. 1 (dicembre 2014): 68–95. http://dx.doi.org/10.1134/s0081543814080057.
Testo completoLienhard, Markus. "Calculation of Price Equilibria for Utility Functions of the HARA Class". ASTIN Bulletin 16, S1 (aprile 1986): S91—S97. http://dx.doi.org/10.1017/s0515036100011673.
Testo completoLin, Tyrone T. "A new real options entry model with HARA utility class". Journal of Information and Optimization Sciences 25, n. 1 (gennaio 2004): 121–36. http://dx.doi.org/10.1080/02522667.2004.10699597.
Testo completoEscobar, M., D. Neykova e R. Zagst. "HARA utility maximization in a Markov-switching bond–stock market". Quantitative Finance 17, n. 11 (18 luglio 2017): 1715–33. http://dx.doi.org/10.1080/14697688.2017.1302600.
Testo completoPerera, Ryle S. "Dynamic asset allocation for a bank under CRRA and HARA framework". International Journal of Financial Engineering 02, n. 03 (settembre 2015): 1550031. http://dx.doi.org/10.1142/s2424786315500310.
Testo completoKim, Jai Heui. "A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS". East Asian mathematical journal 31, n. 1 (31 gennaio 2015): 91–101. http://dx.doi.org/10.7858/eamj.2015.009.
Testo completoESCOBAR-ANEL, MARCOS, ANDREAS LICHTENSTERN e RUDI ZAGST. "BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION". International Journal of Theoretical and Applied Finance 23, n. 07 (23 ottobre 2020): 2050045. http://dx.doi.org/10.1142/s0219024920500454.
Testo completoLIENHARD, Markus. "Calculation of the Price Equilibria for Utility Functions of the HARA Class". ASTIN Bulletin 16, n. 3 (1 dicembre 1986): 91–97. http://dx.doi.org/10.2143/ast.16.3.2014995.
Testo completoWang, Chun-Feng, Hao Chang e Zhen-Ming Fang. "Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility". Journal of the Operations Research Society of China 6, n. 1 (16 gennaio 2018): 107–37. http://dx.doi.org/10.1007/s40305-017-0189-8.
Testo completoCallegaro, Giorgia, e Tiziano Vargiolu. "Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market". International Journal of Risk Assessment and Management 11, n. 1/2 (2009): 180. http://dx.doi.org/10.1504/ijram.2009.022204.
Testo completoChang, Hao, e Kai Chang. "Optimal consumption–investment strategy under the Vasicek model: HARA utility and Legendre transform". Insurance: Mathematics and Economics 72 (gennaio 2017): 215–27. http://dx.doi.org/10.1016/j.insmatheco.2016.10.014.
Testo completoJung, Eun Ju, e Jai Heui Kim. "Optimal investment strategies for the HARA utility under the constant elasticity of variance model". Insurance: Mathematics and Economics 51, n. 3 (novembre 2012): 667–73. http://dx.doi.org/10.1016/j.insmatheco.2012.09.009.
Testo completoDostál, Petr. "Investment strategies in the long run with proportional transaction costs and a HARA utility function". Quantitative Finance 9, n. 2 (marzo 2009): 231–42. http://dx.doi.org/10.1080/14697680802039873.
Testo completoChevallier, Eric, e Heinz H. Müller. "Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies". ASTIN Bulletin 24, n. 1 (maggio 1994): 5–18. http://dx.doi.org/10.2143/ast.24.1.2005077.
Testo completoLin, Tyrone T., e Tsai-Ling Liu. "An Optimal Compensation Agency Model for Sustainability under the Risk Aversion Utility Perspective". Journal of Risk and Financial Management 14, n. 3 (5 marzo 2021): 106. http://dx.doi.org/10.3390/jrfm14030106.
Testo completoBrocas, Isabelle, Juan D. Carrillo, Aleksandar Giga e Fernando Zapatero. "Risk Aversion in a Dynamic Asset Allocation Experiment". Journal of Financial and Quantitative Analysis 54, n. 5 (19 settembre 2018): 2209–32. http://dx.doi.org/10.1017/s0022109018001151.
Testo completoKubler, Felix, Larry Selden e Xiao Wei. "Inferior Good and Giffen Behavior for Investing and Borrowing". American Economic Review 103, n. 2 (1 aprile 2013): 1034–53. http://dx.doi.org/10.1257/aer.103.2.1034.
Testo completoHu, Chunhua, Wenyi Huang e Tianhao Xie. "The Investigation of a Wealth Distribution Model on Isolated Discrete Time Domains". Mathematical Problems in Engineering 2020 (11 febbraio 2020): 1–21. http://dx.doi.org/10.1155/2020/4353025.
Testo completoZhang, Yan, Peibiao Zhao, Xinghu Teng e 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, n. 5 (2017): 0. http://dx.doi.org/10.3934/jimo.2020062.
Testo completoBROWN, JEFFREY, STEVEN HABERMAN, MOSHE MILEVSKY e MIKE ORSZAG. "Overview of the Issue". Journal of Pension Economics and Finance 4, n. 3 (6 ottobre 2005): 1–2. http://dx.doi.org/10.1017/s1474747205002167.
Testo completoLI, WEIPING. "OPTIMAL DIVIDEND POLICY AND STOCK PRICES". International Journal of Theoretical and Applied Finance 23, n. 04 (giugno 2020): 2050023. http://dx.doi.org/10.1142/s0219024920500235.
Testo completoFang, 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 (1 gennaio 2021): 096368972097714. http://dx.doi.org/10.1177/0963689720977144.
Testo completoRinda Rosmala. "FUNGSI UTILITAS BARANG HALAL". At Taajir : Jurnal Ekonomi, Bisnis dan Keuangan Syariah 1, n. 1 (1 agosto 2019): 19–28. http://dx.doi.org/10.47902/attaajir.v1i1.24.
Testo completoTella, Oluwaseun. "Boko Haram Terrorism and Counter-Terrorism: The Soft Power Context". Journal of Asian and African Studies 53, n. 6 (2 novembre 2017): 815–29. http://dx.doi.org/10.1177/0021909617739326.
Testo completoFuentes Herrera, Paula Beatriz, Adriana Delgado Alvarado, Braulio Edgar Herrera Cabrera, José Isabel Olvera Hernández e María Lorena Luna Guevara. "Percepción del consumo y uso de haba: aporte nutricional en Ciudad Serdán, Puebla, México". Agricultura Sociedad y Desarrollo 17, n. 1 (9 giugno 2020): 1–16. http://dx.doi.org/10.22231/asyd.v17i1.1319.
Testo completoBarden, Craig, Keith A. Stokes e 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, n. 11 (26 maggio 2021): 5681. http://dx.doi.org/10.3390/ijerph18115681.
Testo completoErickson, J. Alan, Jun Lu, Jeffery J. Smith, Joshua A. Bornhorst, David G. Grenache e Edward R. Ashwood. "Immunoassay for Quantifying Squamous Cell Carcinoma Antigen in Serum". Clinical Chemistry 56, n. 9 (1 settembre 2010): 1496–99. http://dx.doi.org/10.1373/clinchem.2010.143156.
Testo completoDe Metsenaere, Machteld, e 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, n. 3 (1 gennaio 2007): 228–59. http://dx.doi.org/10.21825/wt.v66i3.12557.
Testo completoHart, 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, n. 1 (1 gennaio 2004): 102. http://dx.doi.org/10.18352/bmgn-lchr.5987.
Testo completoMoffat, F. L., C. M. Pinsky, L. Hammershaimb, N. J. Petrelli, Y. Z. Patt, F. S. Whaley e 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, n. 8 (agosto 1996): 2295–305. http://dx.doi.org/10.1200/jco.1996.14.8.2295.
Testo completoFrancke, 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, n. 1 (giugno 2002): 287–319. http://dx.doi.org/10.1177/084387140201400118.
Testo completoWaduge, Chekhaprabha Priyadarshanee, Naleen Chaminda Ganegoda, Darshana Chitraka Wickramarachchi e 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 (5 agosto 2021): 1–19. http://dx.doi.org/10.1155/2021/5535363.
Testo completoZhou, Minglang. "The Official National Language and Language Attitudes of Three Ethnic Minority Groups in China". Language Problems and Language Planning 23, n. 2 (31 dicembre 1999): 157–74. http://dx.doi.org/10.1075/lplp.23.2.03zho.
Testo completoAlonso Patiño, Omar. "Microcrédito Historia y experiencias exitosas de su implementación en América Latina". Revista EAN, n. 63 (1 agosto 2008): 41. http://dx.doi.org/10.21158/01208160.n63.2008.442.
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