Zhang, Qiang; Wu, Lijun Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks. (English) Zbl 07772187 Commun. Stat., Theory Methods 53, No. 1, 34-65 (2024). MSC: 60H30 93E20 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{L. Wu}, Commun. Stat., Theory Methods 53, No. 1, 34--65 (2024; Zbl 07772187) Full Text: DOI
İşlier, Zeynep Gökçe; Güllü, Refik On strategic customers with correlated utility attributes: effects and information benefits. (English) Zbl 07765862 Eur. J. Oper. Res. 313, No. 1, 258-269 (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{Z. G. İşlier} and \textit{R. Güllü}, Eur. J. Oper. Res. 313, No. 1, 258--269 (2024; Zbl 07765862) Full Text: DOI
Kirillov, A. N.; Danilova, I. V. The Boltzmann distribution in the problem of rational choice by population of a patch under an imperfect information about its resources. (English) Zbl 07773063 Model. Anal. Inf. Sist. 30, No. 3, 234-245 (2023). MSC: 92-XX PDF BibTeX XML Cite \textit{A. N. Kirillov} and \textit{I. V. Danilova}, Model. Anal. Inf. Sist. 30, No. 3, 234--245 (2023; Zbl 07773063) Full Text: DOI MNR
Jeon, Junkee; Koo, Hyeng Keun A model of retirement and consumption-portfolio choice. (English) Zbl 07770017 Bull. Korean Math. Soc. 60, No. 4, 1101-1129 (2023). MSC: 91G10 PDF BibTeX XML Cite \textit{J. Jeon} and \textit{H. K. Koo}, Bull. Korean Math. Soc. 60, No. 4, 1101--1129 (2023; Zbl 07770017) Full Text: DOI arXiv
Zhang, Yumo Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks. (English) Zbl 07769914 Optimization 72, No. 12, 2951-2988 (2023). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{Y. Zhang}, Optimization 72, No. 12, 2951--2988 (2023; Zbl 07769914) Full Text: DOI
Feng, Zixin; Tian, Dejian Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (English) Zbl 07768494 Probab. Uncertain. Quant. Risk 8, No. 2, 281-308 (2023). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{Z. Feng} and \textit{D. Tian}, Probab. Uncertain. Quant. Risk 8, No. 2, 281--308 (2023; Zbl 07768494) Full Text: DOI arXiv
Hartmann, Lorenz Strength of preference over complementary pairs axiomatizes alpha-MEU preferences. (English) Zbl 07767468 J. Econ. Theory 213, Article ID 105719, 21 p. (2023). MSC: 91Bxx PDF BibTeX XML Cite \textit{L. Hartmann}, J. Econ. Theory 213, Article ID 105719, 21 p. (2023; Zbl 07767468) Full Text: DOI
Escobar-Anel, Marcos; Theilacker, Lorenz; Zagst, Rudi Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies. (English) Zbl 07767337 Decis. Econ. Finance 46, No. 2, 505-542 (2023); correction ibid. 46, No. 2, 543 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Decis. Econ. Finance 46, No. 2, 505--542 (2023; Zbl 07767337) Full Text: DOI
Halconruy, Hélène The insider trading problem in a jump-binomial model. (English) Zbl 07767333 Decis. Econ. Finance 46, No. 2, 379-413 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{H. Halconruy}, Decis. Econ. Finance 46, No. 2, 379--413 (2023; Zbl 07767333) Full Text: DOI
Chew, Soo Hong; Miao, Bin; Zhong, Songfa Ellsberg meets Keynes at an urn. (English) Zbl 07766868 Quant. Econ. 14, No. 3, 1133-1162 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{S. H. Chew} et al., Quant. Econ. 14, No. 3, 1133--1162 (2023; Zbl 07766868) Full Text: DOI OA License
Aguiar, Victor H.; Boccardi, Maria Jose; Kashaev, Nail; Kim, Jeongbin Random utility and limited consideration. (English) Zbl 07766837 Quant. Econ. 14, No. 1, 71-116 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{V. H. Aguiar} et al., Quant. Econ. 14, No. 1, 71--116 (2023; Zbl 07766837) Full Text: DOI arXiv OA License
Bi, Xiuchun; Cui, Zhenyu; Fan, Jiacheng; Yuan, Lvning; Zhang, Shuguang Optimal investment problem under behavioral setting: a Lagrange duality perspective. (English) Zbl 07765444 J. Econ. Dyn. Control 156, Article ID 104751, 31 p. (2023). MSC: 91G10 93E20 91B16 PDF BibTeX XML Cite \textit{X. Bi} et al., J. Econ. Dyn. Control 156, Article ID 104751, 31 p. (2023; Zbl 07765444) Full Text: DOI
Doldi, A.; Feng, Y.; Fouque, J.-P.; Frittelli, M. Multivariate systemic risk measures and computation by deep learning algorithms. (English) Zbl 07762000 Quant. Finance 23, No. 10, 1431-1444 (2023). MSC: 91Gxx PDF BibTeX XML Cite \textit{A. Doldi} et al., Quant. Finance 23, No. 10, 1431--1444 (2023; Zbl 07762000) Full Text: DOI arXiv
Cheung, Paul H. Y. Guilt moderation. (English) Zbl 07761837 Econ. Theory 76, No. 3, 1025-1050 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{P. H. Y. Cheung}, Econ. Theory 76, No. 3, 1025--1050 (2023; Zbl 07761837) Full Text: DOI
Grabisch, Michel; Monet, Benjamin; Vergopoulos, Vassili Subjective expected utility through stochastic independence. (English) Zbl 07761828 Econ. Theory 76, No. 3, 723-757 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Grabisch} et al., Econ. Theory 76, No. 3, 723--757 (2023; Zbl 07761828) Full Text: DOI
Liu, Jing; Li, Kai; Zhao, Nenggui; Fu, Hong Competition and cooperation strategies in the supply chains with remanufacturing and refurbishing. (English) Zbl 07759643 J. Ind. Manag. Optim. 19, No. 12, 8505-8540 (2023). MSC: 91B16 91A65 91B24 PDF BibTeX XML Cite \textit{J. Liu} et al., J. Ind. Manag. Optim. 19, No. 12, 8505--8540 (2023; Zbl 07759643) Full Text: DOI
Fujii, Yoichiro; Murakami, Hajime; Nakamura, Yutaka; Takemura, Kazuhisa Multiattribute regret: theory and experimental study. (English) Zbl 07757605 Theory Decis. 95, No. 4, 623-662 (2023). MSC: 91B06 91B08 PDF BibTeX XML Cite \textit{Y. Fujii} et al., Theory Decis. 95, No. 4, 623--662 (2023; Zbl 07757605) Full Text: DOI
Smith, Nicholas J. J. Acting on belief functions. (English) Zbl 07757604 Theory Decis. 95, No. 4, 575-621 (2023). MSC: 91B06 PDF BibTeX XML Cite \textit{N. J. J. Smith}, Theory Decis. 95, No. 4, 575--621 (2023; Zbl 07757604) Full Text: DOI OA License
Neumann, Berenice Anne; Rieger, Marc Oliver A new axiomatization of discounted expected utility. (English) Zbl 07757602 Theory Decis. 95, No. 4, 515-537 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{B. A. Neumann} and \textit{M. O. Rieger}, Theory Decis. 95, No. 4, 515--537 (2023; Zbl 07757602) Full Text: DOI OA License
Wang, Miaomiao; Zhang, Xinyu; Wan, Alan T. K.; You, Kang; Zou, Guohua Jackknife model averaging for high-dimensional quantile regression. (English) Zbl 1522.62250 Biometrics 79, No. 1, 178-189 (2023). MSC: 62P10 PDF BibTeX XML Cite \textit{M. Wang} et al., Biometrics 79, No. 1, 178--189 (2023; Zbl 1522.62250) Full Text: DOI
Lin, Sen; Li, Bo; Arreola-Risa, Antonio; Huang, Yiwei Optimizing a single-product production-inventory system under constant absolute risk aversion. (English) Zbl 07755352 Top 31, No. 3, 510-537 (2023). MSC: 90B05 90B30 90B50 91B16 PDF BibTeX XML Cite \textit{S. Lin} et al., Top 31, No. 3, 510--537 (2023; Zbl 07755352) Full Text: DOI
Neyman, Abraham Additive valuations of streams of payoffs that satisfy the time value of money principle: a characterization and robust optimization. (English) Zbl 07753514 Theor. Econ. 18, No. 1, 303-340 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{A. Neyman}, Theor. Econ. 18, No. 1, 303--340 (2023; Zbl 07753514) Full Text: DOI OA License
Wang, Xiaolin; Yang, Zhaojun; Zeng, Pingping Pricing contingent convertibles with Idiosyncratic risk. (English) Zbl 07753501 Int. J. Econ. Theory 19, No. 3, 660-693 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{X. Wang} et al., Int. J. Econ. Theory 19, No. 3, 660--693 (2023; Zbl 07753501) Full Text: DOI
Beißner, Patrick; Werner, Jan Optimal allocations with \(\alpha\)-MaxMin utilities, Choquet expected utilities, and prospect theory. (English) Zbl 07751232 Theor. Econ. 18, No. 3, 993-1022 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{P. Beißner} and \textit{J. Werner}, Theor. Econ. 18, No. 3, 993--1022 (2023; Zbl 07751232) Full Text: DOI OA License
Feng, Tangren; Niemeyer, Axel; Wu, Qinggong The limits of ex post implementation without transfers. (English) Zbl 07751214 Theor. Econ. 18, No. 2, 463-479 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{T. Feng} et al., Theor. Econ. 18, No. 2, 463--479 (2023; Zbl 07751214) Full Text: DOI OA License
Candeal, Juan C. A characterization of two-agent Pareto representable orderings. (English) Zbl 07749370 J. Math. Psychol. 116, Article ID 102806, 6 p. (2023). MSC: 91B08 91B16 06A06 PDF BibTeX XML Cite \textit{J. C. Candeal}, J. Math. Psychol. 116, Article ID 102806, 6 p. (2023; Zbl 07749370) Full Text: DOI
Li, Yunhong; Xu, Zuo Quan; Zhou, Xun Yu Robust utility maximisation with intractable claims. (English) Zbl 07748831 Finance Stoch. 27, No. 4, 985-1015 (2023). MSC: 91G20 91B16 91G15 PDF BibTeX XML Cite \textit{Y. Li} et al., Finance Stoch. 27, No. 4, 985--1015 (2023; Zbl 07748831) Full Text: DOI arXiv
Yanovskaya, Elena Rich extensions of the core and the equal split off set. (English) Zbl 1522.91034 Int. Game Theory Rev. 25, No. 2, Article ID 2350005, 20 p. (2023). MSC: 91A12 PDF BibTeX XML Cite \textit{E. Yanovskaya}, Int. Game Theory Rev. 25, No. 2, Article ID 2350005, 20 p. (2023; Zbl 1522.91034) Full Text: DOI
Rébillé, Yann Representations of preference relations with preutility functions on metric spaces. (English) Zbl 1522.91099 Acharjee, Santanu (ed.), Advances in topology and their interdisciplinary applications. Singapore: Springer. Ind. Appl. Math., 109-129 (2023). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{Y. Rébillé}, in: Advances in topology and their interdisciplinary applications. Singapore: Springer. 109--129 (2023; Zbl 1522.91099) Full Text: DOI
Candeal, Juan C. The continuous representation property in utility theory. (English) Zbl 07746965 Acharjee, Santanu (ed.), Advances in topology and their interdisciplinary applications. Singapore: Springer. Ind. Appl. Math., 75-91 (2023). MSC: 54F05 06A05 91B16 91B14 PDF BibTeX XML Cite \textit{J. C. Candeal}, in: Advances in topology and their interdisciplinary applications. Singapore: Springer. 75--91 (2023; Zbl 07746965) Full Text: DOI
Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo; Montes-De-Oca, Raúl Average criteria in denumerable semi-Markov decision chains under risk-aversion. (English) Zbl 1522.90246 Discrete Event Dyn. Syst. 33, No. 3, 221-256 (2023). MSC: 90C40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} et al., Discrete Event Dyn. Syst. 33, No. 3, 221--256 (2023; Zbl 1522.90246) Full Text: DOI
Yi, Zhang Credibility estimation of risk premium in expected utility principle. (Chinese. English summary) Zbl 07745109 Chin. J. Appl. Probab. Stat. 39, No. 2, 301-314 (2023). MSC: 62G35 PDF BibTeX XML Cite \textit{Z. Yi}, Chin. J. Appl. Probab. Stat. 39, No. 2, 301--314 (2023; Zbl 07745109) Full Text: Link
Salas-Molina, Francisco; Pla-Santamaria, David; Vercher-Ferrandiz, Maria Luisa; Garcia-Bernabeu, Ana Geometric compromise programming: application in portfolio selection. (English) Zbl 07744762 Int. Trans. Oper. Res. 30, No. 5, 2571-2594 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{F. Salas-Molina} et al., Int. Trans. Oper. Res. 30, No. 5, 2571--2594 (2023; Zbl 07744762) Full Text: DOI OA License
Gupta, Piyush; Bopardikar, Shaunak D.; Srivastava, Vaibhav Incentivizing collaboration in heterogeneous teams via common-pool resource games. (English) Zbl 07743807 IEEE Trans. Autom. Control 68, No. 3, 1902-1909 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{P. Gupta} et al., IEEE Trans. Autom. Control 68, No. 3, 1902--1909 (2023; Zbl 07743807) Full Text: DOI arXiv
Bichuch, Maxim; Fouque, Jean-Pierre Optimal investment with correlated stochastic volatility factors. (English) Zbl 1522.91210 Math. Finance 33, No. 2, 342-369 (2023). MSC: 91G10 49L12 PDF BibTeX XML Cite \textit{M. Bichuch} and \textit{J.-P. Fouque}, Math. Finance 33, No. 2, 342--369 (2023; Zbl 1522.91210) Full Text: DOI arXiv
Shui, Zhonghao Rejection prices and an auctioneer with non-monotonic utility. (English) Zbl 1522.91133 Int. J. Game Theory 52, No. 3, 925-951 (2023). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91B26 91B16 PDF BibTeX XML Cite \textit{Z. Shui}, Int. J. Game Theory 52, No. 3, 925--951 (2023; Zbl 1522.91133) Full Text: DOI
Bryant, Robert L. On the convex Pfaff-Darboux theorem of Ekeland and Nirenberg. (English) Zbl 1522.91121 SIGMA, Symmetry Integrability Geom. Methods Appl. 19, Paper 060, 10 p. (2023). MSC: 91B16 53Z99 PDF BibTeX XML Cite \textit{R. L. Bryant}, SIGMA, Symmetry Integrability Geom. Methods Appl. 19, Paper 060, 10 p. (2023; Zbl 1522.91121) Full Text: DOI arXiv
Basu, Pathikrit Mechanism design with model specification. (English) Zbl 1522.91073 Soc. Choice Welfare 61, No. 2, 263-276 (2023). MSC: 91B03 91B16 PDF BibTeX XML Cite \textit{P. Basu}, Soc. Choice Welfare 61, No. 2, 263--276 (2023; Zbl 1522.91073) Full Text: DOI
Criens, David; Niemann, Lars Robust utility maximization with nonlinear continuous semimartingales. (English) Zbl 1522.91214 Math. Financ. Econ. 17, No. 3, 499-536 (2023). MSC: 91G10 91B16 93E20 60G44 PDF BibTeX XML Cite \textit{D. Criens} and \textit{L. Niemann}, Math. Financ. Econ. 17, No. 3, 499--536 (2023; Zbl 1522.91214) Full Text: DOI arXiv
Borie, Dino Expected utility in Savage’s framework without the completeness axiom. (English) Zbl 1522.91120 Econ. Theory 76, No. 2, 525-550 (2023). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{D. Borie}, Econ. Theory 76, No. 2, 525--550 (2023; Zbl 1522.91120) Full Text: DOI
Hara, Kazuhiro; Riella, Gil Multiple tastes and beliefs with an infinite prize space. (English) Zbl 07740196 Econ. Theory 76, No. 2, 417-444 (2023). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B16 PDF BibTeX XML Cite \textit{K. Hara} and \textit{G. Riella}, Econ. Theory 76, No. 2, 417--444 (2023; Zbl 07740196) Full Text: DOI
Chambers, Christopher P.; Hayashi, Takashi The structure of representative preference. (English) Zbl 1522.91093 J. Math. Econ. 108, Article ID 102874, 6 p. (2023). MSC: 91B08 91B16 91B15 PDF BibTeX XML Cite \textit{C. P. Chambers} and \textit{T. Hayashi}, J. Math. Econ. 108, Article ID 102874, 6 p. (2023; Zbl 1522.91093) Full Text: DOI
Borie, Dino Purely subjective revealed ambiguity. (English) Zbl 1522.91119 J. Math. Econ. 108, Article ID 102873, 15 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{D. Borie}, J. Math. Econ. 108, Article ID 102873, 15 p. (2023; Zbl 1522.91119) Full Text: DOI
Bueno, Orestes; Cotrina, John; García, Yboon Existence and uniqueness of maximal elements for preference relations: variational approach. (English) Zbl 1522.91148 J. Optim. Theory Appl. 198, No. 3, 1246-1263 (2023). MSC: 91B42 91B16 49J40 49J53 PDF BibTeX XML Cite \textit{O. Bueno} et al., J. Optim. Theory Appl. 198, No. 3, 1246--1263 (2023; Zbl 1522.91148) Full Text: DOI arXiv
Bayraktar, Erhan; Chen, Tao Nonparametric adaptive robust control under model uncertainty. (English) Zbl 1522.49016 SIAM J. Control Optim. 61, No. 5, 2737-2760 (2023). MSC: 49J55 60J99 60J10 49L20 93E20 93E35 60G15 65K05 90C39 90C40 91G10 91G60 62G05 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{T. Chen}, SIAM J. Control Optim. 61, No. 5, 2737--2760 (2023; Zbl 1522.49016) Full Text: DOI arXiv
Dolinsky, Yan; Zuk, Or Short communication: exponential utility maximization in a discrete time Gaussian framework. (English) Zbl 1522.91217 SIAM J. Financ. Math. 14, No. 3, SC31-SC41 (2023). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Y. Dolinsky} and \textit{O. Zuk}, SIAM J. Financ. Math. 14, No. 3, SC31-SC41 (2023; Zbl 1522.91217) Full Text: DOI arXiv
Duong, Ngan Ha; Dam, Tien Thanh; Ta, Thuy Anh; Mai, Tien Joint location and cost planning in maximum capture facility location under random utilities. (English) Zbl 07737015 Comput. Oper. Res. 159, Article ID 106336, 15 p. (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{N. H. Duong} et al., Comput. Oper. Res. 159, Article ID 106336, 15 p. (2023; Zbl 07737015) Full Text: DOI arXiv
Jiang, Jie; Chen, Zhi-Ping Regularized methods for a two-stage robust production planning problem and its sample average approximation. (English) Zbl 07736726 J. Oper. Res. Soc. China 11, No. 3, 595-625 (2023). MSC: 90C33 90C15 90C26 PDF BibTeX XML Cite \textit{J. Jiang} and \textit{Z.-P. Chen}, J. Oper. Res. Soc. China 11, No. 3, 595--625 (2023; Zbl 07736726) Full Text: DOI
Wong, Kit Pong Risk aversion and entrepreneurship under uncertainty: further results. (English) Zbl 1521.91113 Econ. Lett. 230, Article ID 111248, 4 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{K. P. Wong}, Econ. Lett. 230, Article ID 111248, 4 p. (2023; Zbl 1521.91113) Full Text: DOI
Julien, Ludovic A. A formula for the elasticity of substitution of a large class of smooth utility functions. (English) Zbl 1521.91108 Econ. Lett. 229, Article ID 111196, 4 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{L. A. Julien}, Econ. Lett. 229, Article ID 111196, 4 p. (2023; Zbl 1521.91108) Full Text: DOI
Morais, Marcleiton Ribeiro; Schoti, Camila; Resende, José Guilherme de Lara; Tabak, Benjamin Miranda Limits to myopic loss aversion and learning. (English) Zbl 1521.91111 Econ. Lett. 229, Article ID 111190, 5 p. (2023). MSC: 91B16 91-05 PDF BibTeX XML Cite \textit{M. R. Morais} et al., Econ. Lett. 229, Article ID 111190, 5 p. (2023; Zbl 1521.91111) Full Text: DOI
Sun, Yuzhe; Zhang, Shunming Heterogeneity of probability weighting in investment decisions. (English) Zbl 1521.91336 Econ. Lett. 228, Article ID 111156, 5 p. (2023). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{S. Zhang}, Econ. Lett. 228, Article ID 111156, 5 p. (2023; Zbl 1521.91336) Full Text: DOI
Portillo-Ramírez, Gustavo; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo Contractive approximations in average Markov decision chains driven by a risk-seeking controller. (English) Zbl 1521.93205 Math. Methods Oper. Res. 98, No. 1, 75-91 (2023). MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{G. Portillo-Ramírez} et al., Math. Methods Oper. Res. 98, No. 1, 75--91 (2023; Zbl 1521.93205) Full Text: DOI
Jofré, Alejandro; Rockafellar, Ralph T.; Wets, Roger J-B On the stability and evolution of economic equilibrium. (English) Zbl 1521.91185 J. Convex Anal. 30, No. 4, 1115-1138 (2023). MSC: 91B50 91B16 PDF BibTeX XML Cite \textit{A. Jofré} et al., J. Convex Anal. 30, No. 4, 1115--1138 (2023; Zbl 1521.91185) Full Text: Link
Loi, Andrea; Matta, Stefano Risk aversion and uniqueness of equilibrium in economies with two goods and arbitrary endowments. (English) Zbl 1521.91110 B. E. J. Theor. Econ. 23, No. 2, 679-696 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{A. Loi} and \textit{S. Matta}, B. E. J. Theor. Econ. 23, No. 2, 679--696 (2023; Zbl 1521.91110) Full Text: DOI arXiv
Paya, Ivan; Peel, David A.; Georgalos, Konstantinos On the predictions of cumulative prospect theory for third and fourth order risk preferences. (English) Zbl 1521.91112 Theory Decis. 95, No. 2, 337-359 (2023). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{I. Paya} et al., Theory Decis. 95, No. 2, 337--359 (2023; Zbl 1521.91112) Full Text: DOI
Candeal, Juan C. Social evaluation functionals with an arbitrary set of alternatives. (English) Zbl 1521.91107 Theory Decis. 95, No. 2, 255-271 (2023). MSC: 91B16 91B14 PDF BibTeX XML Cite \textit{J. C. Candeal}, Theory Decis. 95, No. 2, 255--271 (2023; Zbl 1521.91107) Full Text: DOI
Dehm, Christian; Nguyen, Thai; Stadje, Mitja Non-concave expected utility optimization with uncertain time horizon. (English) Zbl 07730266 Appl. Math. Optim. 88, No. 2, Paper No. 65, 39 p. (2023). MSC: 90Cxx 91G80 91G10 93E20 PDF BibTeX XML Cite \textit{C. Dehm} et al., Appl. Math. Optim. 88, No. 2, Paper No. 65, 39 p. (2023; Zbl 07730266) Full Text: DOI arXiv
Apesteguia, Jose; Ballester, Miguel A. Random utility models with ordered types and domains. (English) Zbl 1521.91106 J. Econ. Theory 211, Article ID 105674, 14 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{J. Apesteguia} and \textit{M. A. Ballester}, J. Econ. Theory 211, Article ID 105674, 14 p. (2023; Zbl 1521.91106) Full Text: DOI
Cao, Jian; Guo, Yongjiang; Hu, Zhongxin The effect of loss preference on queueing with information disclosure policy. (English) Zbl 07727791 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 75, 25 p. (2023). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 90B22 91A30 PDF BibTeX XML Cite \textit{J. Cao} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 75, 25 p. (2023; Zbl 07727791) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift. (English) Zbl 1521.91318 J. Appl. Probab. 60, No. 3, 874-894 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, J. Appl. Probab. 60, No. 3, 874--894 (2023; Zbl 1521.91318) Full Text: DOI
Li, Boyao Random utility models with status quo bias. (English) Zbl 1521.91109 J. Math. Econ. 105, Article ID 102824, 12 p. (2023). MSC: 91B16 91B06 60G99 PDF BibTeX XML Cite \textit{B. Li}, J. Math. Econ. 105, Article ID 102824, 12 p. (2023; Zbl 1521.91109) Full Text: DOI
Morhaim, Lisa; Ulus, Ayşegül Yıldız On history-dependent optimization models: a unified framework to analyze models with habits, satiation and optimal growth. (English) Zbl 1521.91174 J. Math. Econ. 105, Article ID 102807, 12 p. (2023). MSC: 91B42 91B16 PDF BibTeX XML Cite \textit{L. Morhaim} and \textit{A. Y. Ulus}, J. Math. Econ. 105, Article ID 102807, 12 p. (2023; Zbl 1521.91174) Full Text: DOI
Li, Xiufang; Zhao, Dongxu; Chen, Xiaowei Asset-liability management with state-dependent utility in the regime-switching market. (English) Zbl 1520.91391 Stoch. Models 39, No. 3, 566-591 (2023). MSC: 91G15 91G10 93E20 PDF BibTeX XML Cite \textit{X. Li} et al., Stoch. Models 39, No. 3, 566--591 (2023; Zbl 1520.91391) Full Text: DOI
Matthies, Konstantin; Toxvaerd, Flavio Rather doomed than uncertain: risk attitudes and transmissive behavior under asymptomatic infection. (English) Zbl 1520.91178 Econ. Theory 76, No. 1, 1-44 (2023). MSC: 91B16 92D30 91-05 PDF BibTeX XML Cite \textit{K. Matthies} and \textit{F. Toxvaerd}, Econ. Theory 76, No. 1, 1--44 (2023; Zbl 1520.91178) Full Text: DOI
Davis-Stober, Clintin P.; Marley, A. A. J.; McCausland, William J.; Turner, Brandon M. An illustrated guide to context effects. (English) Zbl 1520.91108 J. Math. Psychol. 115, Article ID 102790, 17 p. (2023). MSC: 91B06 PDF BibTeX XML Cite \textit{C. P. Davis-Stober} et al., J. Math. Psychol. 115, Article ID 102790, 17 p. (2023; Zbl 1520.91108) Full Text: DOI
Rébillé, Yann A representation of interval orders through a bi-utility function. (English) Zbl 1520.91133 J. Math. Psychol. 115, Article ID 102778, 6 p. (2023). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{Y. Rébillé}, J. Math. Psychol. 115, Article ID 102778, 6 p. (2023; Zbl 1520.91133) Full Text: DOI
Nakamura, Yutaka Subjective expected utility with signed threshold. (English) Zbl 1520.91179 J. Math. Psychol. 115, Article ID 102777, 13 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{Y. Nakamura}, J. Math. Psychol. 115, Article ID 102777, 13 p. (2023; Zbl 1520.91179) Full Text: DOI
Previtali, Davide; Mazzoleni, Mirko; Ferramosca, Antonio; Previdi, Fabio GLISp-r: a preference-based optimization algorithm with convergence guarantees. (English) Zbl 07722203 Comput. Optim. Appl. 86, No. 1, 383-420 (2023). MSC: 90Cxx PDF BibTeX XML Cite \textit{D. Previtali} et al., Comput. Optim. Appl. 86, No. 1, 383--420 (2023; Zbl 07722203) Full Text: DOI arXiv
Wang, Ning; Zhu, Song-Ping; Elliott, Robert J. Optimal asset allocation under search frictions and stochastic interest rate. (English) Zbl 1520.91415 Quant. Finance 23, No. 6, 1019-1033 (2023). MSC: 91G30 93E20 49L20 91G60 65M06 PDF BibTeX XML Cite \textit{N. Wang} et al., Quant. Finance 23, No. 6, 1019--1033 (2023; Zbl 1520.91415) Full Text: DOI
Martino Neto, Jose; Salomon, Valerio Antonio Pamplona; Ortiz-Barrios, Miguel Angel; Petrillo, Antonella Compatibility and correlation of multi-attribute decision making: a case of industrial relocation. (English) Zbl 1519.90091 Ann. Oper. Res. 326, No. 2, 831-852 (2023). MSC: 90B50 91B06 90B80 PDF BibTeX XML Cite \textit{J. Martino Neto} et al., Ann. Oper. Res. 326, No. 2, 831--852 (2023; Zbl 1519.90091) Full Text: DOI
Kleinberg, Norman L.; Ma, Barry K. Multivariate MRS functions and smooth preferences. (English) Zbl 1520.91176 Econ. Theory Bull. 11, No. 1, 93-100 (2023). MSC: 91B16 91B42 PDF BibTeX XML Cite \textit{N. L. Kleinberg} and \textit{B. K. Ma}, Econ. Theory Bull. 11, No. 1, 93--100 (2023; Zbl 1520.91176) Full Text: DOI
Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal pairs trading of mean-reverting processes over multiple assets. (English) Zbl 1520.91377 Numer. Algebra Control Optim. 13, No. 3-4, 461-472 (2023). MSC: 91G10 93E20 60J60 PDF BibTeX XML Cite \textit{P. Xie} et al., Numer. Algebra Control Optim. 13, No. 3--4, 461--472 (2023; Zbl 1520.91377) Full Text: DOI
Dubey, Ram Sewak; Laguzzi, Giorgio Social welfare relations and irregular sets. (English) Zbl 07719412 Ann. Pure Appl. Logic 174, No. 9, Article ID 103302, 19 p. (2023). MSC: 03Exx 03Axx 91Bxx 91Dxx PDF BibTeX XML Cite \textit{R. S. Dubey} and \textit{G. Laguzzi}, Ann. Pure Appl. Logic 174, No. 9, Article ID 103302, 19 p. (2023; Zbl 07719412) Full Text: DOI arXiv
Doignon, Jean-Paul; Saito, Kota Adjacencies on random ordering polytopes and flow polytopes. (English) Zbl 1520.91110 J. Math. Psychol. 114, Article ID 102768, 14 p. (2023). MSC: 91B06 PDF BibTeX XML Cite \textit{J.-P. Doignon} and \textit{K. Saito}, J. Math. Psychol. 114, Article ID 102768, 14 p. (2023; Zbl 1520.91110) Full Text: DOI arXiv
Hammitt, James K. Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition. (English) Zbl 1520.91175 Theory Decis. 95, No. 1, 1-10 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{J. K. Hammitt}, Theory Decis. 95, No. 1, 1--10 (2023; Zbl 1520.91175) Full Text: DOI
Sun, Jingyun; Yao, Haixiang; Li, Zhongfei Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance. (English) Zbl 07715857 J. Ind. Manag. Optim. 19, No. 10, 7540-7564 (2023). MSC: 91G05 91B16 93E20 PDF BibTeX XML Cite \textit{J. Sun} et al., J. Ind. Manag. Optim. 19, No. 10, 7540--7564 (2023; Zbl 07715857) Full Text: DOI
Kim, Dojin; Jang, Lee-Chae Economic preference for semiconductor trade deals using similarity measures defined by Choquet integrals. (English) Zbl 07714782 Comput. Appl. Math. 42, No. 5, Paper No. 224, 21 p. (2023). MSC: 62B86 94D05 PDF BibTeX XML Cite \textit{D. Kim} and \textit{L.-C. Jang}, Comput. Appl. Math. 42, No. 5, Paper No. 224, 21 p. (2023; Zbl 07714782) Full Text: DOI
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; Shao, Adam W. Insuring longevity risk and long-term care: bequest, housing and liquidity. (English) Zbl 1520.91358 Insur. Math. Econ. 111, 121-141 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Xu} et al., Insur. Math. Econ. 111, 121--141 (2023; Zbl 1520.91358) Full Text: DOI
Heinzel, Christoph Comparing utility derivative premia under additive and multiplicative risks. (English) Zbl 1520.91330 Insur. Math. Econ. 111, 23-40 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Heinzel}, Insur. Math. Econ. 111, 23--40 (2023; Zbl 1520.91330) Full Text: DOI
Zhang, Liangquan; Li, Xun Mean-variance portfolio selection under no-shorting rules: a BSDE approach. (English) Zbl 07712459 Syst. Control Lett. 177, Article ID 105545, 11 p. (2023). MSC: 91G10 60H30 49L12 49L25 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{X. Li}, Syst. Control Lett. 177, Article ID 105545, 11 p. (2023; Zbl 07712459) Full Text: DOI
Iftimie, Bogdan A robust investment-consumption optimization problem in a switching regime interest rate setting. (English) Zbl 1520.91411 J. Glob. Optim. 86, No. 3, 713-739 (2023). MSC: 91G30 93E20 90C46 90C47 49N15 PDF BibTeX XML Cite \textit{B. Iftimie}, J. Glob. Optim. 86, No. 3, 713--739 (2023; Zbl 1520.91411) Full Text: DOI
Li, Xiang; Wang, Hai; Xu, Zeshui Three-way investment decisions during the epidemic with Choquet-based bi-projection method. (English) Zbl 1520.91432 Fuzzy Optim. Decis. Mak. 22, No. 2, 169-194 (2023). MSC: 91G50 91B06 91B16 91B86 PDF BibTeX XML Cite \textit{X. Li} et al., Fuzzy Optim. Decis. Mak. 22, No. 2, 169--194 (2023; Zbl 1520.91432) Full Text: DOI
Samawi, Hani; Chen, Ding-Geng; Ahmed, Ferdous; Kersey, Jing Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit. (English) Zbl 07710579 Commun. Stat., Theory Methods 52, No. 14, 5010-5025 (2023). MSC: 62J20 62C86 PDF BibTeX XML Cite \textit{H. Samawi} et al., Commun. Stat., Theory Methods 52, No. 14, 5010--5025 (2023; Zbl 07710579) Full Text: DOI
Dam, Tien Thanh; Ta, Thuy Anh; Mai, Tien Robust maximum capture facility location under random utility maximization models. (English) Zbl 07709906 Eur. J. Oper. Res. 310, No. 3, 1128-1150 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. T. Dam} et al., Eur. J. Oper. Res. 310, No. 3, 1128--1150 (2023; Zbl 07709906) Full Text: DOI arXiv
Kumar, Uday M.; Bhat, Sanjay P.; Kavitha, Veeraruna; Hemachandra, Nandyala Approximate solutions to constrained risk-sensitive Markov decision processes. (English) Zbl 07709815 Eur. J. Oper. Res. 310, No. 1, 249-267 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{U. M. Kumar} et al., Eur. J. Oper. Res. 310, No. 1, 249--267 (2023; Zbl 07709815) Full Text: DOI arXiv
Selçuk, Özer; Suzuki, Takamasa Comparable axiomatizations of the average tree solution and the Myerson value. (English) Zbl 1518.91009 Int. J. Game Theory 52, No. 2, 333-362 (2023). MSC: 91A12 91A43 91A28 PDF BibTeX XML Cite \textit{Ö. Selçuk} and \textit{T. Suzuki}, Int. J. Game Theory 52, No. 2, 333--362 (2023; Zbl 1518.91009) Full Text: DOI
Lou, Youcheng On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost. (English) Zbl 1520.91177 Math. Financ. Econ. 17, No. 2, 239-245 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{Y. Lou}, Math. Financ. Econ. 17, No. 2, 239--245 (2023; Zbl 1520.91177) Full Text: DOI
Hjertstrand, Per; Swofford, James L.; Whitney, Gerald A. Testing for weak separability and utility maximization with incomplete adjustment. (English) Zbl 1518.91078 J. Econ. Dyn. Control 152, Article ID 104671, 19 p. (2023). MSC: 91B16 91B08 35Q91 PDF BibTeX XML Cite \textit{P. Hjertstrand} et al., J. Econ. Dyn. Control 152, Article ID 104671, 19 p. (2023; Zbl 1518.91078) Full Text: DOI
Borie, Dino Maxmin expected utility in Savage’s framework. (English) Zbl 1520.91174 J. Econ. Theory 210, Article ID 105665, 31 p. (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{D. Borie}, J. Econ. Theory 210, Article ID 105665, 31 p. (2023; Zbl 1520.91174) Full Text: DOI
Caplin, Andrew The science of mistakes. Lecture motes on economic data engineering. (English) Zbl 1515.91004 World Scientific Lecture Notes in Economics and Policy 16. Singapore: World Scientific (ISBN 978-981-12-6238-8/hbk; 978-981-12-8273-7/pbk; 978-981-12-6240-1/ebook). xii, 394 p. (2023). MSC: 91-02 91B16 91B06 62P20 PDF BibTeX XML Cite \textit{A. Caplin}, The science of mistakes. Lecture motes on economic data engineering. Singapore: World Scientific (2023; Zbl 1515.91004) Full Text: DOI
Du, Jin-Hong; Guo, Yifeng; Wang, Xueqin High-dimensional portfolio selection with cardinality constraints. (English) Zbl 07707201 J. Am. Stat. Assoc. 118, No. 542, 779-791 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{J.-H. Du} et al., J. Am. Stat. Assoc. 118, No. 542, 779--791 (2023; Zbl 07707201) Full Text: DOI arXiv
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; Vodička, Peter On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (English) Zbl 07706823 Eur. J. Oper. Res. 307, No. 2, 948-962 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. Gerrard} et al., Eur. J. Oper. Res. 307, No. 2, 948--962 (2023; Zbl 07706823) Full Text: DOI
Wu, Shuo-Jye; Huang, Syuan-Rong; Wang, Jie-Huei Determination of warranty length for one-shot devices with Rayleigh lifetime distribution. (English) Zbl 07706286 Commun. Stat., Theory Methods 52, No. 5, 1400-1416 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S.-J. Wu} et al., Commun. Stat., Theory Methods 52, No. 5, 1400--1416 (2023; Zbl 07706286) Full Text: DOI
Bastianello, Lorenzo; Faro, José Heleno Choquet expected discounted utility. (English) Zbl 1522.91118 Econ. Theory 75, No. 4, 1071-1098 (2023). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B16 PDF BibTeX XML Cite \textit{L. Bastianello} and \textit{J. H. Faro}, Econ. Theory 75, No. 4, 1071--1098 (2023; Zbl 1522.91118) Full Text: DOI
Ghirardato, Paolo; Pennesi, Daniele Randomizing without randomness. (English) Zbl 1522.91095 Econ. Theory 75, No. 4, 1009-1037 (2023). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{P. Ghirardato} and \textit{D. Pennesi}, Econ. Theory 75, No. 4, 1009--1037 (2023; Zbl 1522.91095) Full Text: DOI
Abdellaoui, Mohammed; Zank, Horst Source and rank-dependent utility. (English) Zbl 1520.91173 Econ. Theory 75, No. 4, 949-981 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{M. Abdellaoui} and \textit{H. Zank}, Econ. Theory 75, No. 4, 949--981 (2023; Zbl 1520.91173) Full Text: DOI
Henderson, Vicky; Hobson, David; Zeng, Matthew Cautious stochastic choice, optimal stopping and deliberate randomization. (English) Zbl 1520.91114 Econ. Theory 75, No. 3, 887-922 (2023). MSC: 91B06 60G40 91B16 PDF BibTeX XML Cite \textit{V. Henderson} et al., Econ. Theory 75, No. 3, 887--922 (2023; Zbl 1520.91114) Full Text: DOI
Freer, Mikhail; Martinelli, César An algebraic approach to revealed preference. (English) Zbl 1522.91094 Econ. Theory 75, No. 3, 717-742 (2023). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{M. Freer} and \textit{C. Martinelli}, Econ. Theory 75, No. 3, 717--742 (2023; Zbl 1522.91094) Full Text: DOI arXiv
Ma, Wei Random dual expected utility. (English) Zbl 1519.91114 Econ. Theory 75, No. 2, 293-315 (2023). MSC: 91B16 PDF BibTeX XML Cite \textit{W. Ma}, Econ. Theory 75, No. 2, 293--315 (2023; Zbl 1519.91114) Full Text: DOI