Risk, Return, and Utility
From MaRDI portal
Publication:4838069
DOI10.1287/mnsc.41.1.23zbMath0835.90009MaRDI QIDQ4838069
Publication date: 4 July 1995
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.41.1.23
91B16: Utility theory
Related Items
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model, An empirical investigation of the assumptions of risk-value models, Cumulative prospect theory's functional menagerie, Modeling international investment decisions for financial holding companies, Decision under risk as a multicriteria problem, Modeling financial reinsurance in the casualty insurance business via stochastic programming, Relative risk-value models, Risk-value models, Risk-sensitive dynamic market share attraction games, Separating risk and return in the CAPM: A general utility-based model, Risk assessment for build-operate-transfer projects: a dynamic multi-objective programming approach, A measure of risk and a decision-making model based on expected utility and entropy, Parameter estimation in stochastic scenario generation systems, Risk-value models: restrictions and applications, How big is too big? Trading off the economies of scale of larger telecommunications network elements against the risk of larger outages, Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
