Funder
Australian Research Council
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference41 articles.
1. Forward dynamic utility functions: A new model and new results;Alghalith;European Journal of Operational Research,2012
2. Pricing and hedging of derivatives based on nontradable underlyings;Ankirchner;Mathematical Finance,2010
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Aurand, J., & Huang, Y. J. (2019). Epstein–Zin utility maximization on random horizons. arXiv: 1903.08782
5. Risk and probability premiums for CARA utility functions;Babcock;Journal of Agricultural and Resource Economics,1993
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献