Adamo, Vincenzo Dynamic process models for the evaluation of the compliance level evolution: evidence from Italy. (English) Zbl 07360305 SN Oper. Res. Forum 2, No. 2, Paper No. 23, 27 p. (2021). MSC: 91 PDF BibTeX XML Cite \textit{V. Adamo}, SN Oper. Res. Forum 2, No. 2, Paper No. 23, 27 p. (2021; Zbl 07360305) Full Text: DOI
Bosi, Gianni; Zuanon, Magalì Topologies for the continuous representability of all continuous total preorders. (English) Zbl 07359116 J. Optim. Theory Appl. 188, No. 2, 420-431 (2021). MSC: 54A05 91B02 91B16 PDF BibTeX XML Cite \textit{G. Bosi} and \textit{M. Zuanon}, J. Optim. Theory Appl. 188, No. 2, 420--431 (2021; Zbl 07359116) Full Text: DOI
Yan, Dong; Lu, Xiaoping Utility-indifference pricing of European options with proportional transaction costs. (English) Zbl 07358611 J. Comput. Appl. Math. 397, Article ID 113639, 12 p. (2021). MSC: 91G PDF BibTeX XML Cite \textit{D. Yan} and \textit{X. Lu}, J. Comput. Appl. Math. 397, Article ID 113639, 12 p. (2021; Zbl 07358611) Full Text: DOI
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 07356910 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91B30 91B16 93C95 PDF BibTeX XML Cite \textit{N. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 841--868 (2021; Zbl 07356910) Full Text: DOI
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 07356884 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). MSC: 93E20 60J75 60G46 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 07356884) Full Text: DOI
Dominiak, Adam; Eichberger, Jürgen Games in context: equilibrium under ambiguity for belief functions. (English) Zbl 07356600 Games Econ. Behav. 128, 125-159 (2021). MSC: 91 PDF BibTeX XML Cite \textit{A. Dominiak} and \textit{J. Eichberger}, Games Econ. Behav. 128, 125--159 (2021; Zbl 07356600) Full Text: DOI
Malakooti, Behnam; Komaki, Mohamed; Al-Najjar, Camelia Basic geometric dispersion theory of decision making under risk: asymmetric risk relativity, new predictions of empirical behaviors, and risk triad. (English) Zbl 07354948 Decis. Anal. 18, No. 1, 41-77 (2021). MSC: 90B50 PDF BibTeX XML Cite \textit{B. Malakooti} et al., Decis. Anal. 18, No. 1, 41--77 (2021; Zbl 07354948) Full Text: DOI
de Frutos, Javier; Gatón, Víctor A pseudospectral method for option pricing with transaction costs under exponential utility. (English) Zbl 07354666 J. Comput. Appl. Math. 394, Article ID 113541, 18 p. (2021). MSC: 91B 49J 49L 91G 93E PDF BibTeX XML Cite \textit{J. de Frutos} and \textit{V. Gatón}, J. Comput. Appl. Math. 394, Article ID 113541, 18 p. (2021; Zbl 07354666) Full Text: DOI
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi Indifference pricing of insurance-linked securities in a multi-period model. (English) Zbl 07354355 Eur. J. Oper. Res. 289, No. 2, 793-805 (2021). MSC: 90B PDF BibTeX XML Cite \textit{H. Liu} et al., Eur. J. Oper. Res. 289, No. 2, 793--805 (2021; Zbl 07354355) Full Text: DOI
Pun, Chi Seng \(G\)-expected utility maximization with ambiguous equicorrelation. (English) Zbl 07353686 Quant. Finance 21, No. 3, 403-419 (2021). MSC: 91B16 93E20 PDF BibTeX XML Cite \textit{C. S. Pun}, Quant. Finance 21, No. 3, 403--419 (2021; Zbl 07353686) Full Text: DOI
Serrano, Rafael Portfolio allocation in a levy-type jump-diffusion model with nonlife insurance risk. (English) Zbl 07353442 Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021). MSC: 91G PDF BibTeX XML Cite \textit{R. Serrano}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150005, 34 p. (2021; Zbl 07353442) Full Text: DOI
Mrad, Mohamed Mixture of consistent stochastic utilities and a priori randomness. (English) Zbl 07353439 Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150002, 34 p. (2021). MSC: 91G PDF BibTeX XML Cite \textit{M. Mrad}, Int. J. Theor. Appl. Finance 24, No. 1, Article ID 2150002, 34 p. (2021; Zbl 07353439) Full Text: DOI
Bank, Peter; Dolinsky, Yan Short communication: A note on utility indifference pricing with delayed information. (English) Zbl 07348563 SIAM J. Financ. Math. 12, No. 2, SC-31-SC-43 (2021). MSC: 91G20 91B16 PDF BibTeX XML Cite \textit{P. Bank} and \textit{Y. Dolinsky}, SIAM J. Financ. Math. 12, No. 2, SC-31-SC-43 (2021; Zbl 07348563) Full Text: DOI
Rokhlin, D. B. Resource allocation in communication networks with large number of users: the dual stochastic gradient method. (English. Russian original) Zbl 07346871 Theory Probab. Appl. 66, No. 1, 105-120 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 129-148 (2021). MSC: 90B18 91B32 91B24 94A05 PDF BibTeX XML Cite \textit{D. B. Rokhlin}, Theory Probab. Appl. 66, No. 1, 105--120 (2021; Zbl 07346871); translation from Teor. Veroyatn. Primen. 66, No. 1, 129--148 (2021) Full Text: DOI
Schipper, Burkhard C. The evolutionary stability of optimism, pessimism, and complete ignorance. (English) Zbl 1460.91082 Theory Decis. 90, No. 3-4, 417-454 (2021). MSC: 91B08 91A22 91A05 PDF BibTeX XML Cite \textit{B. C. Schipper}, Theory Decis. 90, No. 3--4, 417--454 (2021; Zbl 1460.91082) Full Text: DOI
Dominiak, Adam; Guerdjikova, Ani Pessimism and optimism towards new discoveries. (English) Zbl 1460.91066 Theory Decis. 90, No. 3-4, 321-370 (2021). MSC: 91B06 91B08 PDF BibTeX XML Cite \textit{A. Dominiak} and \textit{A. Guerdjikova}, Theory Decis. 90, No. 3--4, 321--370 (2021; Zbl 1460.91066) Full Text: DOI
Rudloff, Birgit; Ulus, Firdevs Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization. (English) Zbl 07344624 Math. Financ. Econ. 15, No. 2, 397-430 (2021). MSC: 91B16 91B08 91G15 PDF BibTeX XML Cite \textit{B. Rudloff} and \textit{F. Ulus}, Math. Financ. Econ. 15, No. 2, 397--430 (2021; Zbl 07344624) Full Text: DOI
Zimper, Alexander; Assa, Hirbod Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure. (English) Zbl 07344622 Math. Financ. Econ. 15, No. 2, 353-380 (2021). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{A. Zimper} and \textit{H. Assa}, Math. Financ. Econ. 15, No. 2, 353--380 (2021; Zbl 07344622) Full Text: DOI
Lichtenstern, Andreas; Shevchenko, Pavel V.; Zagst, Rudi Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (English) Zbl 1460.91229 Math. Financ. Econ. 15, No. 2, 275-313 (2021). MSC: 91G05 91B42 91B16 PDF BibTeX XML Cite \textit{A. Lichtenstern} et al., Math. Financ. Econ. 15, No. 2, 275--313 (2021; Zbl 1460.91229) Full Text: DOI
Biagini, Francesca; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo Systemic optimal risk transfer equilibrium. (English) Zbl 07344619 Math. Financ. Econ. 15, No. 2, 233-274 (2021). MSC: 91G45 PDF BibTeX XML Cite \textit{F. Biagini} et al., Math. Financ. Econ. 15, No. 2, 233--274 (2021; Zbl 07344619) Full Text: DOI
You, Yinping; Li, Xiaohu; Fang, Rui On coverage limits and deductibles for SAI loss severities. (English) Zbl 07344533 Ann. Oper. Res. 297, No. 1-2, 341-357 (2021). MSC: 91G05 91B16 60E15 PDF BibTeX XML Cite \textit{Y. You} et al., Ann. Oper. Res. 297, No. 1--2, 341--357 (2021; Zbl 07344533) Full Text: DOI
Lototsky, Sergey; Pollok, Austin Kelly criterion: from a simple random walk to Lévy processes. (English) Zbl 07343460 SIAM J. Financ. Math. 12, No. 1, 342-368 (2021). MSC: 60G50 60F05 60G51 91A60 PDF BibTeX XML Cite \textit{S. Lototsky} and \textit{A. Pollok}, SIAM J. Financ. Math. 12, No. 1, 342--368 (2021; Zbl 07343460) Full Text: DOI
Cipriano, Fernanda; Martins, Nuno F. M.; Pereira, Diogo Optimal portfolio for the \(\alpha\)-hypergeometric stochastic volatility model. (English) Zbl 07343456 SIAM J. Financ. Math. 12, No. 1, 226-253 (2021). MSC: 91G10 93E20 60H10 PDF BibTeX XML Cite \textit{F. Cipriano} et al., SIAM J. Financ. Math. 12, No. 1, 226--253 (2021; Zbl 07343456) Full Text: DOI
El Karoui, Nicole; Mrad, Mohamed Recover dynamic utility from observable process: application to the economic equilibrium. (English) Zbl 07343455 SIAM J. Financ. Math. 12, No. 1, 189-225 (2021). Reviewer: Gerasimos Soldatos (Thessaloniki) MSC: 91B16 91B50 91B08 91G80 PDF BibTeX XML Cite \textit{N. El Karoui} and \textit{M. Mrad}, SIAM J. Financ. Math. 12, No. 1, 189--225 (2021; Zbl 07343455) Full Text: DOI
Jeon, Junkee; Kang, Myungjoo; Shin, Yong Hyun Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints. (English) Zbl 07343412 Japan J. Ind. Appl. Math. 38, No. 1, 353-377 (2021). MSC: 91G10 91G80 35Q91 PDF BibTeX XML Cite \textit{J. Jeon} et al., Japan J. Ind. Appl. Math. 38, No. 1, 353--377 (2021; Zbl 07343412) Full Text: DOI
Lim, Byung Hwa; Lee, Ho-Seok Household utility maximization with life insurance: a CES utility case. (English) Zbl 07343409 Japan J. Ind. Appl. Math. 38, No. 1, 271-295 (2021). MSC: 91G10 91G05 91B42 PDF BibTeX XML Cite \textit{B. H. Lim} and \textit{H.-S. Lee}, Japan J. Ind. Appl. Math. 38, No. 1, 271--295 (2021; Zbl 07343409) Full Text: DOI
Su, Jiun-Hua Model selection in utility-maximizing binary prediction. (English) Zbl 07343309 J. Econom. 223, No. 1, 96-124 (2021). MSC: 62 91 PDF BibTeX XML Cite \textit{J.-H. Su}, J. Econom. 223, No. 1, 96--124 (2021; Zbl 07343309) Full Text: DOI
Strub, Moris S.; Zhou, Xun Yu Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes. (English) Zbl 07341440 Finance Stoch. 25, No. 2, 331-358 (2021). MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{M. S. Strub} and \textit{X. Y. Zhou}, Finance Stoch. 25, No. 2, 331--358 (2021; Zbl 07341440) Full Text: DOI
Jarrow, Robert; Li, Siguang Concavity, stochastic utility, and risk aversion. (English) Zbl 07341439 Finance Stoch. 25, No. 2, 311-330 (2021). MSC: 91G10 91B16 91B08 PDF BibTeX XML Cite \textit{R. Jarrow} and \textit{S. Li}, Finance Stoch. 25, No. 2, 311--330 (2021; Zbl 07341439) Full Text: DOI
Munari, Cosimo Multi-utility representations of incomplete preferences induced by set-valued risk measures. (English) Zbl 07341432 Finance Stoch. 25, No. 1, 77-99 (2021). MSC: 91G70 91B16 91G80 PDF BibTeX XML Cite \textit{C. Munari}, Finance Stoch. 25, No. 1, 77--99 (2021; Zbl 07341432) Full Text: DOI
Molchanov, Ilya; Mühlemann, Anja Nonlinear expectations of random sets. (English) Zbl 07341430 Finance Stoch. 25, No. 1, 5-41 (2021). MSC: 91G10 28B20 91B16 PDF BibTeX XML Cite \textit{I. Molchanov} and \textit{A. Mühlemann}, Finance Stoch. 25, No. 1, 5--41 (2021; Zbl 07341430) Full Text: DOI
Alia, Ishak; Chighoub, Farid Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution. (English) Zbl 07340922 Random Oper. Stoch. Equ. 29, No. 1, 11-25 (2021). Reviewer: George Stoica (Saint John) MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{I. Alia} and \textit{F. Chighoub}, Random Oper. Stoch. Equ. 29, No. 1, 11--25 (2021; Zbl 07340922) Full Text: DOI
Dietzenbacher, Bas; Yanovskaya, Elena Consistency of the equal split-off set. (English) Zbl 07340200 Int. J. Game Theory 50, No. 1, 1-22 (2021). Reviewer: George Stoica (Saint John) MSC: 91A12 PDF BibTeX XML Cite \textit{B. Dietzenbacher} and \textit{E. Yanovskaya}, Int. J. Game Theory 50, No. 1, 1--22 (2021; Zbl 07340200) Full Text: DOI
Okumura, Yasunori Rank-dominant strategy and sincere voting. (English) Zbl 07339926 Theory Decis. 90, No. 1, 117-145 (2021). MSC: 91B12 91B03 PDF BibTeX XML Cite \textit{Y. Okumura}, Theory Decis. 90, No. 1, 117--145 (2021; Zbl 07339926) Full Text: DOI
Kang, Jian-hao; Wang, Ming-hui; Huang, Nan-jing Equilibrium strategy for mean-variance-utility portfolio selection under Heston’s SV model. (English) Zbl 07337458 J. Comput. Appl. Math. 392, Article ID 113490, 19 p. (2021). MSC: 91G10 91A80 91G30 PDF BibTeX XML Cite \textit{J.-h. Kang} et al., J. Comput. Appl. Math. 392, Article ID 113490, 19 p. (2021; Zbl 07337458) Full Text: DOI
Rogala, Tomasz; Stettner, Lukasz Optimal strategies for utility from terminal wealth with general bid and ask prices. (English) Zbl 1460.91253 Appl. Math. Optim. 83, No. 1, 405-436 (2021). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{T. Rogala} and \textit{L. Stettner}, Appl. Math. Optim. 83, No. 1, 405--436 (2021; Zbl 1460.91253) Full Text: DOI
Vorontsova, E. A.; Gasnikov, A. V.; Dvurechensky, P. E.; Ivanova, A. S.; Pasechnyuk, D. A. Numerical methods for the resource allocation problem in a computer network. (English. Russian original) Zbl 1460.90051 Comput. Math. Math. Phys. 61, No. 2, 297-328 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 2, 312-344 (2021). MSC: 90B10 91B32 90B18 PDF BibTeX XML Cite \textit{E. A. Vorontsova} et al., Comput. Math. Math. Phys. 61, No. 2, 297--328 (2021; Zbl 1460.90051); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 2, 312--344 (2021) Full Text: DOI
Yang, Shuquan; Jia, Zhaoli; Wu, Qianqian; Wu, Huojun Homotopy analysis method for portfolio optimization problem under the 3/2 model. (English) Zbl 1460.91256 J. Syst. Sci. Complex. 34, No. 3, 1087-1101 (2021). MSC: 91G10 55P99 91G80 PDF BibTeX XML Cite \textit{S. Yang} et al., J. Syst. Sci. Complex. 34, No. 3, 1087--1101 (2021; Zbl 1460.91256) Full Text: DOI
Aguirregabiria, Victor; Xie, Erhao Identification of non-equilibrium beliefs in games of incomplete information using experimental data. (English) Zbl 07330997 J. Econom. Methods 10, No. 1, Article ID 20190029, 26 p. (2021). MSC: 62P20 91A27 PDF BibTeX XML Cite \textit{V. Aguirregabiria} and \textit{E. Xie}, J. Econom. Methods 10, No. 1, Article ID 20190029, 26 p. (2021; Zbl 07330997) Full Text: DOI
Gu, Ariel; Yoo, Hong Il Prospect theory and mutual fund flows. (English) Zbl 1460.91088 Econ. Lett. 201, Article ID 109776, 4 p. (2021). MSC: 91B16 91G10 PDF BibTeX XML Cite \textit{A. Gu} and \textit{H. I. Yoo}, Econ. Lett. 201, Article ID 109776, 4 p. (2021; Zbl 1460.91088) Full Text: DOI
Keane, Michael; Ketcham, Jonathan; Kuminoff, Nicolai; Neal, Timothy Evaluating consumers’ choices of Medicare Part D plans: a study in behavioral welfare economics. (English) Zbl 07327187 J. Econom. 222, No. 1, Part A, 107-140 (2021). MSC: 62 91 PDF BibTeX XML Cite \textit{M. Keane} et al., J. Econom. 222, No. 1, Part A, 107--140 (2021; Zbl 07327187) Full Text: DOI
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong Pareto-optimal reinsurance policies with maximal synergy. (English) Zbl 1460.91225 Insur. Math. Econ. 96, 185-198 (2021). MSC: 91G05 91B16 91B26 PDF BibTeX XML Cite \textit{W. Jiang} et al., Insur. Math. Econ. 96, 185--198 (2021; Zbl 1460.91225) Full Text: DOI
Schmeck, Maren Diane; Schmidli, Hanspeter Mortality options: the point of view of an insurer. (English) Zbl 1460.91238 Insur. Math. Econ. 96, 98-115 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{M. D. Schmeck} and \textit{H. Schmidli}, Insur. Math. Econ. 96, 98--115 (2021; Zbl 1460.91238) Full Text: DOI
Guimarães, Luís Antibody tests: they are more important than we thought. (English) Zbl 1459.92055 J. Math. Econ. 93, Article ID 102485, 15 p. (2021). MSC: 92C60 91B16 PDF BibTeX XML Cite \textit{L. Guimarães}, J. Math. Econ. 93, Article ID 102485, 15 p. (2021; Zbl 1459.92055) Full Text: DOI
Zhou, Zhou Utility maximization when shorting American options. (English) Zbl 1459.91209 SIAM J. Financ. Math. 12, No. 1, 47-78 (2021). MSC: 91G20 60G40 91B16 PDF BibTeX XML Cite \textit{Z. Zhou}, SIAM J. Financ. Math. 12, No. 1, 47--78 (2021; Zbl 1459.91209) Full Text: DOI
Salamanca, Andrés The value of mediated communication. (English) Zbl 1458.91043 J. Econ. Theory 192, Article ID 105191, 24 p. (2021). MSC: 91A28 PDF BibTeX XML Cite \textit{A. Salamanca}, J. Econ. Theory 192, Article ID 105191, 24 p. (2021; Zbl 1458.91043) Full Text: DOI
Chung, Kim-Sau; Liu, Erica Meixiazi; Lo, Melody Selling to consumers who cannot detect small differences. (English) Zbl 1458.91123 J. Econ. Theory 192, Article ID 105186, 40 p. (2021). MSC: 91B42 91B24 PDF BibTeX XML Cite \textit{K.-S. Chung} et al., J. Econ. Theory 192, Article ID 105186, 40 p. (2021; Zbl 1458.91123) Full Text: DOI
Horan, Sean Stochastic semi-orders. (English) Zbl 1458.91086 J. Econ. Theory 192, Article ID 105171, 28 p. (2021). MSC: 91B16 60E15 PDF BibTeX XML Cite \textit{S. Horan}, J. Econ. Theory 192, Article ID 105171, 28 p. (2021; Zbl 1458.91086) Full Text: DOI
Gul, Faruk; Pesendorfer, Wolfgang Evaluating ambiguous random variables from Choquet to maxmin expected utility. (English) Zbl 1458.91085 J. Econ. Theory 192, Article ID 105129, 28 p. (2021). MSC: 91B16 PDF BibTeX XML Cite \textit{F. Gul} and \textit{W. Pesendorfer}, J. Econ. Theory 192, Article ID 105129, 28 p. (2021; Zbl 1458.91085) Full Text: DOI
Bommier, Antoine; Schernberg, Hélène Would you prefer your retirement income to depend on your life expectancy? (English) Zbl 07314454 J. Econ. Theory 191, Article ID 105126, 42 p. (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{A. Bommier} and \textit{H. Schernberg}, J. Econ. Theory 191, Article ID 105126, 42 p. (2021; Zbl 07314454) Full Text: DOI
Chen, An; Nguyen, Thai; Sørensen, Nils Indifference pricing under SAHARA utility. (English) Zbl 1454.91173 J. Comput. Appl. Math. 388, Article ID 113288, 19 p. (2021). MSC: 91G05 91G15 91B16 90C39 91G60 PDF BibTeX XML Cite \textit{A. Chen} et al., J. Comput. Appl. Math. 388, Article ID 113288, 19 p. (2021; Zbl 1454.91173) Full Text: DOI
Zhai, Xiaoyu; Nayak, Tapan K. A post-randomization method for rigorous identification risk control in releasing microdata. (English) Zbl 1458.62057 J. Stat. Theory Pract. 15, No. 1, Paper No. 8, 15 p. (2021). MSC: 62D05 62R07 62G30 62P30 PDF BibTeX XML Cite \textit{X. Zhai} and \textit{T. K. Nayak}, J. Stat. Theory Pract. 15, No. 1, Paper No. 8, 15 p. (2021; Zbl 1458.62057) Full Text: DOI
Lee, Cheng Few Utility theory, capital asset allocation, and Markowitz portfolio-selection model. (English) Zbl 1454.91222 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713-2756 (2021). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2713--2756 (2021; Zbl 1454.91222) Full Text: DOI
Karson, Marvin J.; Cheng, David C.; Lee, Cheng Few Sampling distribution of the relative risk aversion estimator: theory and applications. (English) Zbl 1451.91189 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323-2335 (2021). MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{M. J. Karson} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323--2335 (2021; Zbl 1451.91189) Full Text: DOI
Wang, Jr-Yan; Hung, Mao-Wei Consumption-based asset pricing with prospect theory and habit formation. (English) Zbl 1454.91324 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1789-1819 (2021). MSC: 91G30 91B16 PDF BibTeX XML Cite \textit{J.-Y. Wang} and \textit{M.-W. Hung}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1789--1819 (2021; Zbl 1454.91324) Full Text: DOI
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng Few Application of intertemporal CAPM on international corporate finance. (English) Zbl 1451.91224 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485-517 (2021). MSC: 91G50 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{J.-R. Chang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485--517 (2021; Zbl 1451.91224) Full Text: DOI
Chen, Sheng-Syan; Lee, Cheng Few; Shresth, Keshab Hedge ratio and time series analysis. (English) Zbl 1454.91280 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431-483 (2021). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{S.-S. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431--483 (2021; Zbl 1454.91280) Full Text: DOI
Bernheim, B. Douglas; Sprenger, Charles On the empirical validity of cumulative prospect theory: experimental evidence of rank-independent probability weighting. (English) Zbl 07355729 Econometrica 88, No. 4, 1363-1409 (2020). MSC: 91B16 PDF BibTeX XML Cite \textit{B. D. Bernheim} and \textit{C. Sprenger}, Econometrica 88, No. 4, 1363--1409 (2020; Zbl 07355729) Full Text: DOI
Brandl, Florian; Brandt, Felix Arrovian aggregation of convex preferences. (English) Zbl 07355690 Econometrica 88, No. 2, 799-844 (2020). MSC: 91B15 91B08 PDF BibTeX XML Cite \textit{F. Brandl} and \textit{F. Brandt}, Econometrica 88, No. 2, 799--844 (2020; Zbl 07355690) Full Text: DOI
DeJarnette, Patrick; Dillenberger, David; Gottlieb, Daniel; Ortoleva, Pietro Time lotteries and stochastic impatience. (English) Zbl 07355686 Econometrica 88, No. 2, 619-656 (2020). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{P. DeJarnette} et al., Econometrica 88, No. 2, 619--656 (2020; Zbl 07355686) Full Text: DOI
Hartmann, Lorenz Savage’s P3 is redundant. (English) Zbl 07355666 Econometrica 88, No. 1, 203-205 (2020). MSC: 91B16 PDF BibTeX XML Cite \textit{L. Hartmann}, Econometrica 88, No. 1, 203--205 (2020; Zbl 07355666) Full Text: DOI
Cerreia-Vioglio, Simone; Dillenberger, David; Ortoleva, Pietro An explicit representation for disappointment aversion and other betweenness preferences. (English) Zbl 07355624 Theor. Econ. 15, No. 4, 1509-1546 (2020). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{S. Cerreia-Vioglio} et al., Theor. Econ. 15, No. 4, 1509--1546 (2020; Zbl 07355624) Full Text: DOI
Chiappori, Pierre-André; Gugl, Elisabeth Transferable utility and demand functions. (English) Zbl 07355618 Theor. Econ. 15, No. 4, 1307-1333 (2020). MSC: 91B16 91B18 PDF BibTeX XML Cite \textit{P.-A. Chiappori} and \textit{E. Gugl}, Theor. Econ. 15, No. 4, 1307--1333 (2020; Zbl 07355618) Full Text: DOI
Basu, Pathikrit; Echenique, Federico On the falsifiability and learnability of decision theories. (English) Zbl 07355617 Theor. Econ. 15, No. 4, 1279-1305 (2020). MSC: 91B06 91B16 68T05 PDF BibTeX XML Cite \textit{P. Basu} and \textit{F. Echenique}, Theor. Econ. 15, No. 4, 1279--1305 (2020; Zbl 07355617) Full Text: DOI
Couce-Vieira, Aitor; Insua, David Rios; Kosgodagan, Alex Assessing and forecasting cybersecurity impacts. (English) Zbl 07354943 Decis. Anal. 17, No. 4, 356-374 (2020). MSC: 91 PDF BibTeX XML Cite \textit{A. Couce-Vieira} et al., Decis. Anal. 17, No. 4, 356--374 (2020; Zbl 07354943) Full Text: DOI
Pidkuĭko, Sergiĭ; Babiak, Mykola Optimal investment and consumption in the binomial no-arbitrage assert-pricing model. (Ukrainian. English summary) Zbl 07353894 Visn. L’viv. Univ., Ser. Mekh.-Mat. 89, 89-105 (2020). MSC: 91B99 PDF BibTeX XML Cite \textit{S. Pidkuĭko} and \textit{M. Babiak}, Visn. L'viv. Univ., Ser. Mekh.-Mat. 89, 89--105 (2020; Zbl 07353894) Full Text: DOI
Grant, Andrew; Satchell, Steve Investment decisions when utility depends on wealth and other attributes. (English) Zbl 07353647 Quant. Finance 20, No. 3, 499-513 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{A. Grant} and \textit{S. Satchell}, Quant. Finance 20, No. 3, 499--513 (2020; Zbl 07353647) Full Text: DOI
Meral, Alev Comparison of various risk measures for an optimal portfolio. (English) Zbl 07351439 Acta Univ. Apulensis, Math. Inform. 64, 83-115 (2020). MSC: 62-08 65K10 62R07 60H30 PDF BibTeX XML Cite \textit{A. Meral}, Acta Univ. Apulensis, Math. Inform. 64, 83--115 (2020; Zbl 07351439) Full Text: DOI
Sun, Xiaoqian; Yong, Xuelin; Gao, Jianwei Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility. (English) Zbl 07350723 Front. Math. China 15, No. 5, 1001-1009 (2020). MSC: 22E70 58D19 91B02 PDF BibTeX XML Cite \textit{X. Sun} et al., Front. Math. China 15, No. 5, 1001--1009 (2020; Zbl 07350723) Full Text: DOI
Saucedo-Zul, Julio; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo A discounted approach in communicating average Markov decision chains under risk-aversion. (English) Zbl 07347472 J. Optim. Theory Appl. 187, No. 2, 585-606 (2020). MSC: 93E20 93C55 60J20 PDF BibTeX XML Cite \textit{J. Saucedo-Zul} et al., J. Optim. Theory Appl. 187, No. 2, 585--606 (2020; Zbl 07347472) Full Text: DOI
Nyassoke Titi, Gaston Clément; Sadefo Kamdem, Jules; Fono, Louis Aimé Fishery management in a regime switching environment: utility theory approach. (English) Zbl 07347134 Results Appl. Math. 7, Article ID 100125, 19 p. (2020). MSC: 91B76 92B25 49L25 PDF BibTeX XML Cite \textit{G. C. Nyassoke Titi} et al., Results Appl. Math. 7, Article ID 100125, 19 p. (2020; Zbl 07347134) Full Text: DOI
Pawitan, Yudi; Isheden, Gabriel Correction to: “Resolving Zeckhauser’s paradox”. (English) Zbl 07344785 Theory Decis. 89, No. 4, 527-528 (2020). MSC: 91B16 91B08 91B06 PDF BibTeX XML Cite \textit{Y. Pawitan} and \textit{G. Isheden}, Theory Decis. 89, No. 4, 527--528 (2020; Zbl 07344785) Full Text: DOI
Permana, Yudistira Explaining satisficing through risk aversion. (English) Zbl 1460.91089 Theory Decis. 89, No. 4, 503-525 (2020). MSC: 91B16 PDF BibTeX XML Cite \textit{Y. Permana}, Theory Decis. 89, No. 4, 503--525 (2020; Zbl 1460.91089) Full Text: DOI
Glöckner, Andreas; Renerte, Baiba; Schmidt, Ulrich Violations of coalescing in parametric utility measurement. (English) Zbl 07344783 Theory Decis. 89, No. 4, 471-501 (2020). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{A. Glöckner} et al., Theory Decis. 89, No. 4, 471--501 (2020; Zbl 07344783) Full Text: DOI
Lim, Byung Hwa; Lee, Ho-Seok Debtor’s bankruptcy and upper bound on consumption. (English) Zbl 07344407 East Asian Math. J. 36, No. 1, 91-99 (2020). MSC: 91G99 PDF BibTeX XML Cite \textit{B. H. Lim} and \textit{H.-S. Lee}, East Asian Math. J. 36, No. 1, 91--99 (2020; Zbl 07344407) Full Text: DOI
Bayraktar, Erhan; Dolinsky, Yan; Guo, Jia Continuity of utility maximization under weak convergence. (English) Zbl 07342899 Math. Financ. Econ. 14, No. 4, 725-757 (2020). MSC: 91G15 91G10 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Math. Financ. Econ. 14, No. 4, 725--757 (2020; Zbl 07342899) Full Text: DOI
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; Schmid, Wolfgang Mean-variance efficiency of optimal power and logarithmic utility portfolios. (English) Zbl 07342897 Math. Financ. Econ. 14, No. 4, 675-698 (2020). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{T. Bodnar} et al., Math. Financ. Econ. 14, No. 4, 675--698 (2020; Zbl 07342897) Full Text: DOI
Danau, Daniel Prudence and preference for flexibility gain. (English) Zbl 07342767 Eur. J. Oper. Res. 287, No. 2, 776-785 (2020). MSC: 90B PDF BibTeX XML Cite \textit{D. Danau}, Eur. J. Oper. Res. 287, No. 2, 776--785 (2020; Zbl 07342767) Full Text: DOI
Nam, Hyoju; Yun, Unil; Yoon, Eunchul; Chun- Wei Lin, Jerry Efficient approach of recent high utility stream pattern mining with indexed list structure and pruning strategy considering arrival times of transactions. (English) Zbl 1459.68174 Inf. Sci. 529, 1-27 (2020). MSC: 68T05 68P15 68T10 PDF BibTeX XML Cite \textit{H. Nam} et al., Inf. Sci. 529, 1--27 (2020; Zbl 1459.68174) Full Text: DOI
Yang, Yang; Zhao, Xiaodong Three-sided matching decision model for PPP projects with third-party supervision mechanism. (Chinese. English summary) Zbl 07339376 Math. Pract. Theory 50, No. 18, 20-29 (2020). MSC: 90B50 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{X. Zhao}, Math. Pract. Theory 50, No. 18, 20--29 (2020; Zbl 07339376)
Liu, Jingzhen; Lin, Liyuan; Meng, Hui Optimal consumption, life insurance and investment decision with habit formation. (Chinese. English summary) Zbl 07338444 Acta Math. Appl. Sin. 43, No. 3, 517-534 (2020). MSC: 91B06 91B42 91G05 91G10 PDF BibTeX XML Cite \textit{J. Liu} et al., Acta Math. Appl. Sin. 43, No. 3, 517--534 (2020; Zbl 07338444)
Dietzenbacher, Bas; Yanovskaya, Elena Antiduality in exact partition games. (English) Zbl 07338111 Math. Soc. Sci. 108, 116-121 (2020). MSC: 91A12 PDF BibTeX XML Cite \textit{B. Dietzenbacher} and \textit{E. Yanovskaya}, Math. Soc. Sci. 108, 116--121 (2020; Zbl 07338111) Full Text: DOI
Salamanca, Andrés On the values of Bayesian cooperative games with sidepayments. (English) Zbl 07338103 Math. Soc. Sci. 108, 38-49 (2020). Reviewer: George Stoica (Saint John) MSC: 91A12 PDF BibTeX XML Cite \textit{A. Salamanca}, Math. Soc. Sci. 108, 38--49 (2020; Zbl 07338103) Full Text: DOI
Popov, Leonid D. On iterative methods for searching equilibrium in pure exchange economy with multiplicative utilities of its agents. (English) Zbl 1460.91125 Kononov, Alexander (ed.) et al., Mathematical optimization theory and operations research. 19th international conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12095, 231-245 (2020). MSC: 91B50 91B16 PDF BibTeX XML Cite \textit{L. D. Popov}, Lect. Notes Comput. Sci. 12095, 231--245 (2020; Zbl 1460.91125) Full Text: DOI
Dou, Wanchun; Tang, Wenda; Wu, Xiaotong; Qi, Lianyong; Xu, Xiaolong; Zhang, Xuyun; Hu, Chunhua An insurance theory based optimal cyber-insurance contract against moral hazard. (English) Zbl 1460.91219 Inf. Sci. 527, 576-589 (2020). MSC: 91G05 68M25 PDF BibTeX XML Cite \textit{W. Dou} et al., Inf. Sci. 527, 576--589 (2020; Zbl 1460.91219) Full Text: DOI
Shigeta, Yuki Gain/loss asymmetric stochastic differential utility. (English) Zbl 07331294 J. Econ. Dyn. Control 118, Article ID 103975, 21 p. (2020). MSC: 91 PDF BibTeX XML Cite \textit{Y. Shigeta}, J. Econ. Dyn. Control 118, Article ID 103975, 21 p. (2020; Zbl 07331294) Full Text: DOI
Duraj, Jetlir On expected utility in optimal stopping of diffusions. (English) Zbl 07331210 Oper. Res. Lett. 48, No. 6, 811-815 (2020). MSC: 90 PDF BibTeX XML Cite \textit{J. Duraj}, Oper. Res. Lett. 48, No. 6, 811--815 (2020; Zbl 07331210) Full Text: DOI
Kreps, David M.; Schachermayer, Walter Convergence of optimal expected utility for a sequence of discrete-time markets. (English) Zbl 07326782 Math. Finance 30, No. 4, 1205-1228 (2020). MSC: 91G PDF BibTeX XML Cite \textit{D. M. Kreps} and \textit{W. Schachermayer}, Math. Finance 30, No. 4, 1205--1228 (2020; Zbl 07326782) Full Text: DOI
Melnyk, Yaroslav; Muhle-Karbe, Johannes; Seifried, Frank Thomas Lifetime investment and consumption with recursive preferences and small transaction costs. (English) Zbl 07326778 Math. Finance 30, No. 3, 1135-1167 (2020). MSC: 91G PDF BibTeX XML Cite \textit{Y. Melnyk} et al., Math. Finance 30, No. 3, 1135--1167 (2020; Zbl 07326778) Full Text: DOI
Beissner, Patrick; Lin, Qian; Riedel, Frank Dynamically consistent alpha-maxmin expected utility. (English) Zbl 07326776 Math. Finance 30, No. 3, 1073-1102 (2020). MSC: 91G PDF BibTeX XML Cite \textit{P. Beissner} et al., Math. Finance 30, No. 3, 1073--1102 (2020; Zbl 07326776) Full Text: DOI
Andersen, Robin; Hassel, Vegard; Hvattum, Lars Magnus; Stålhane, Magnus In-game betting and the Kelly criterion. (English) Zbl 1460.91245 Math. Appl., Brno 9, No. 2, 67-81 (2020). MSC: 91G10 91A60 91B16 PDF BibTeX XML Cite \textit{R. Andersen} et al., Math. Appl., Brno 9, No. 2, 67--81 (2020; Zbl 1460.91245) Full Text: DOI
Escobar-Anel, Marcos; Lichtenstern, Andreas; Zagst, Rudi Behavioral portfolio choice under hyperbolic absolute risk aversion. (English) Zbl 1460.91247 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050045, 33 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050045, 33 p. (2020; Zbl 1460.91247) Full Text: DOI
Wooders, Myrna Market games and clubs. (English) Zbl 1454.91102 Sotomayor, Marilda (ed.) et al., Complex social and behavioral systems. Game theory and agent-based models. New York, NY: Springer. Encycl. Complex. Syst. Sci. Ser., 463-484 (2020). MSC: 91B26 91B16 91A12 91A80 PDF BibTeX XML Cite \textit{M. Wooders}, in: Complex social and behavioral systems. Game theory and agent-based models. New York, NY: Springer. 463--484 (2020; Zbl 1454.91102) Full Text: DOI
Ivanov, V. K.; Palyukh, B. V.; Sotnikov, A. N. Additive criteria to evaluate relevance of innovative objects in data warehouse. (English) Zbl 07309052 Lobachevskii J. Math. 41, No. 12, 2535-2541 (2020). MSC: 68 92 PDF BibTeX XML Cite \textit{V. K. Ivanov} et al., Lobachevskii J. Math. 41, No. 12, 2535--2541 (2020; Zbl 07309052) Full Text: DOI
Galaabaatar, Tsogbadral On expected utility theorems on mixture sets. (English) Zbl 1457.91176 Econ. Lett. 197, Article ID 109608, 4 p. (2020). MSC: 91B16 PDF BibTeX XML Cite \textit{T. Galaabaatar}, Econ. Lett. 197, Article ID 109608, 4 p. (2020; Zbl 1457.91176) Full Text: DOI
De Giovanni, Domenico; Lamantia, Fabio; Pezzino, Mario Evolutionary tax evasion, prospect theory and heterogeneous taxpayers. (English) Zbl 1457.91260 Szidarovszky, Ferenc (ed.) et al., Games and dynamics in economics. Essays in honor of Akio Matsumoto. Singapore: Springer. 89-102 (2020). MSC: 91B64 91B16 PDF BibTeX XML Cite \textit{D. De Giovanni} et al., in: Games and dynamics in economics. Essays in honor of Akio Matsumoto. Singapore: Springer. 89--102 (2020; Zbl 1457.91260) Full Text: DOI
Lee, Sangil; Glaze, Chris M.; Bradlow, Eric T.; Kable, Joseph W. Flexible utility function approximation via cubic Bezier splines. (English) Zbl 1458.62272 Psychometrika 85, No. 3, 716-737 (2020). MSC: 62P15 62G10 65D07 PDF BibTeX XML Cite \textit{S. Lee} et al., Psychometrika 85, No. 3, 716--737 (2020; Zbl 1458.62272) Full Text: DOI
Li, Shuang; Liu, Shican; Zhou, Yanli; Wu, Yonghong; Ge, Xiangyu Optimal portfolio selection of mean-variance utility with stochastic interest rate. (English) Zbl 1457.91347 J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020). MSC: 91G10 91G30 60H10 91B16 PDF BibTeX XML Cite \textit{S. Li} et al., J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020; Zbl 1457.91347) Full Text: DOI
Ma, Jingtang; Ma, Jianjun Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization. (English) Zbl 1456.65004 J. Sci. Comput. 85, No. 3, Paper No. 55, 27 p. (2020). MSC: 91G60 65M06 65M22 91G20 93E20 PDF BibTeX XML Cite \textit{J. Ma} and \textit{J. Ma}, J. Sci. Comput. 85, No. 3, Paper No. 55, 27 p. (2020; Zbl 1456.65004) Full Text: DOI
Xu, Yuqian; Zhu, Lingjiong; Pinedo, Michael Operational risk management: a stochastic control framework with preventive and corrective controls. (English) Zbl 1458.91220 Oper. Res. 68, No. 6, 1804-1825 (2020). MSC: 91G45 93E20 PDF BibTeX XML Cite \textit{Y. Xu} et al., Oper. Res. 68, No. 6, 1804--1825 (2020; Zbl 1458.91220) Full Text: DOI