Search Results - "EXPECTED utility"

Accounting for realization uncertainty in estimating risk and time preferences over public lotteries.

Authors: Scrogin, David¹ (AUTHOR) dscrogin@ucf.edu

Source: Applied Economics Letters. Nov2025, p1-5. 5p.

Subject Terms: *RISK aversion, *DELAY discounting (Psychology), LOTTERIES, EXPECTED utility, STATISTICAL weighting, LOTTERY winners

Closed‐Form Optimal Investment Under Generalized GARCH Models.

Authors: Escobar‐Anel, Marcos Lausser, Tobias Zagst, Rudi

Source: European Financial Management. Nov2025, p1. 25p. 7 Illustrations.

Subject Terms: *ASSET allocation, *RISK aversion, *MARKET volatility, *PARAMETER estimation, EXPECTED utility, NUMERICAL analysis, GARCH model

An Extended Merton Problem With Relaxed Benchmark Tracking.

Authors: Bo, Lijun Huang, Yijie Yu, Xiang

Source: Mathematical Finance. Nov2025, p1. 27p. 13 Illustrations.

Subject Terms: *RESOURCE allocation, *PORTFOLIO management (Investments), EXPECTED utility, STOCHASTIC control theory

A spatial utility model for ranking maps.

Authors: Brison, Valérie Pirlot, Marc

Source: Annals of Operations Research. Oct2025, Vol. 353 Issue 1, p25-52. 28p.

Subject Terms: *RISK assessment, *MULTIPLE criteria decision making, EXPECTED utility, GEOGRAPHY, GEOGRAPHICAL positions, GEOGRAPHIC spatial analysis

Smart contract tontines.

Authors: Abou Daya, Mohamad Hassan Bernard, Carole

Source: Applied Economics. Oct2025, Vol. 57 Issue 46, p7495-7510. 16p.

Subject Terms: *DISCLOSURE, *RISK sharing, *BLOCKCHAINS, *RISK assessment, EXPECTED utility

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework.

Authors: Colaneri, Katia Mancinelli, Daniele Oliva, Immacolata

Source: Scandinavian Actuarial Journal. Nov2025, Vol. 2025 Issue 9, p883-905. 23p.

Subject Terms: *INCOMPLETE markets, *INVESTMENT policy, *INVESTMENT risk, *RISK aversion, EXPECTED utility

Optimal pricing and capacity management in service systems with delay-sensitive mixed-risk customers.

Authors: Deligiannis, Michalis Benioudakis, Myron Liberopoulos, George et al.

Source: International Journal of Production Research. Nov2024, Vol. 62 Issue 21, p7877-7903. 27p.

Subject Terms: *PRICE regulation, *PRICES, *COST effectiveness, EXPECTED utility, PUBLIC welfare policy

Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity.

Authors: Principi, Giulio Wakker, Peter P. Wang, Ruodu

Source: Theoretical Economics. Jul2025, Vol. 20 Issue 3, p831-855. 25p.

Subject Terms: *RISK aversion, *BAYESIAN analysis, *MATHEMATICAL models, EXPECTED utility, MONOTONIC functions

Do generalizations of expected utility explain more than the zero effect?

Authors: Incekara-Hafalir, Elif Kim, Eungsik Stecher, Jack

Source: Applied Economics Letters. Aug2025, p1-4. 4p.

Subject Terms: *DECISION theory, EXPECTED utility, THEORISTS, CHOICE (Psychology)

Playing Divide-and-Choose Given Uncertain Preferences.

Authors: Tucker-Foltz, Jamie Zeckhauser, Richard

Source: Management Science. Aug2025, Vol. 71 Issue 8, p6902-6924. 23p.

Subject Terms: *RESOURCE allocation, *UNCERTAINTY (Information theory), EXPECTED utility, INDEPENDENT variables, APPLIED sciences

The interpretation and role of utility from early economic views to behavioral economics.

Authors: Bélyácz, Iván Kovács, Kármen

Source: Public Finance Quarterly (0031-496X). 2025, Issue 3, p9-43. 35p.

Subject Terms: *BEHAVIORAL economics, *VALUE (Economics), *ECONOMIC models, *NEOCLASSICAL school of economics, *RATIONAL choice theory, EXPECTED utility, UTILITARIANISM

Evaluating Allocations of Opportunities.

Authors: Andreoli, Francesco Faure, Mathieu Gravel, Nicolas et al.

Source: International Economic Review. Sep2025, p1. 33p. 8 Illustrations.

Subject Terms: *DISTRIBUTION (Probability theory), EXPECTED utility, GENDER, SCHOLARLY method, CASTE, MATHEMATICAL inequalities, ASSIGNMENT problems (Programming), POSSIBILITY

Deploying Experienced Utility in Health Economic Evaluation: A Quantitative Study.

Authors: Broekharst, Damien S. E. Bloem, Sjaak Blomme, Robert J. et al.

Source: Journal of Market Access & Health Policy. Sep2025, Vol. 13 Issue 3, p1-11. 11p.

Subject Terms: *QUANTITATIVE research, *DATA analysis, *UTILITY theory, *EMPIRICAL research, EXPECTED utility, HEALTH behavior, HEALTH outcome assessment

Utility elicitation and maximization from uncertain certainty equivalents.

Authors: Rujeerapaiboon, Napat Xue, Yilin Luo, Chunling

Source: IISE Transactions. Jul2025, p1-26. 26p. 13 Illustrations.

Subject Terms: *UTILITY functions, *MATHEMATICAL optimization, *DECISION theory, *MATHEMATICAL statistics, *RISK aversion, EXPECTED utility, SCIENTIFIC experimentation

Expected value, to a point: Moral decision‐making under background uncertainty.

Authors: Tarsney, Christian¹ (AUTHOR) christian.tarsney@utexas.edu

Source: Nous (0029-4624). Dec2025, Vol. 59 Issue 4, p1093-1125. 33p.

Subject Terms: *STOCHASTIC dominance, *EXPECTED utility, *DECISION theory, *RISK aversion, *UTILITY functions, *ETHICAL decision making

Preferences over risk changes in variance.

Authors: De Donno, Marzia Menegatti, Mario

Source: Decisions in Economics & Finance. Jun2025, Vol. 48 Issue 1, p59-72. 14p.

Subject Terms: *CONSUMPTION (Economics), *DECISION making in investments, *ANALYSIS of variance, *RISK-taking behavior, EXPECTED utility, CHOICE (Psychology)

Robust CARA Optimization.

Authors: Chen, Li Sim, Melvyn

Source: Operations Research. May/Jun2025, Vol. 73 Issue 3, p1459-1478. 20p.

Subject Terms: *DECISION making, *UNCERTAINTY (Information theory), *INVENTORY control, *STOCHASTIC analysis, ROBUST optimization, EXPECTED utility, CONSTRAINED optimization

Life‐cycle planning model with stochastic volatility and recursive preferences.

Authors: Wang, Hao Liu, Dongdong Xu, Lin et al.

Source: International Review of Finance. Jun2025, Vol. 25 Issue 2, p1-22. 22p.

Subject Terms: *INTERTEMPORAL choice, *DYNAMIC programming, *STOCHASTIC models, EXPECTED utility, TIME perspective

Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity.

Authors: Carassus, Laurence Wiesel, Johannes

Source: Finance & Stochastics. Apr2025, Vol. 29 Issue 2, p519-551. 33p.

Subject Terms: *FINANCIAL markets, ROBUST optimization, EXPECTED utility, PROBABILITY measures, AMBIGUITY

Improving risky choices: The effect of cognitive offloading on risky decisions.

Authors: Gao, Yihong Garagnani, Michele

Source: Journal of Risk & Uncertainty. Apr2025, Vol. 70 Issue 2, p105-128. 24p.

Subject Terms: *BUDGET, *DECISION making, COGNITIVE psychology, EXPECTED utility, COMPUTATIONAL complexity