Robust Utility Maximization in a Stochastic Factor Model

Statistics & Decisions
doi 10.1524/stnd.2006.24.1.109
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Walter de Gruyter GmbH

Related search

A Dynamic Utility Maximization Model for Product Category Consumption

SSRN Electronic Journal
2002English

Stochastic Multi-Attribute Utility Model

ACTA ECONOMICA
2019English

Delay-Based Network Utility Maximization

2010English

Survival Versus Profit Maximization in a Dynamic Stochastic Experiment

Econometrica
EconomicsEconometrics
2014English

Data Offloading in Load Coupled Networks: A Utility Maximization Framework

IEEE Transactions on Wireless Communications
Electronic EngineeringApplied MathematicsComputer Science ApplicationsElectrical
2014English

A Stochastic Expected Utility Theory

SSRN Electronic Journal
2005English

Bandwidth Allocation for a Revenue-Aware Network Utility Maximization

IEEE Communications Letters
Electronic EngineeringSimulationComputer Science ApplicationsElectricalModeling
2007English

A Geometric Measure for the Violation of Utility Maximization

SSRN Electronic Journal
2008English

Maximization of Utility and Portfolio Selection Models

Cadernos do IME - Série Matemática
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy