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Aspects concerning entropy and utility

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  • A. Hoseinzadeh
  • G. Mohtashami Borzadaran
  • G. Yari

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  • A. Hoseinzadeh & G. Mohtashami Borzadaran & G. Yari, 2012. "Aspects concerning entropy and utility," Theory and Decision, Springer, vol. 72(2), pages 273-285, February.
    • Handle: RePEc:kap:theord:v:72:y:2012:i:2:p:273-285
    DOI: 10.1007/s11238-010-9232-5
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    References listed on IDEAS

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    1. Craig Friedman & Sven Sandow, 2004. "Model Performance Measures For Leveraged Investors," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(05), pages 541-554.
    2. Nakamura Y., 1996. "Rank dependent utility for arbitrary consequnce spaces," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 54-54, February.
    3. Fishburn, Peter C., 1989. "Non-transitive measurable utility for decision under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 187-207, April.
    4. Mohammed Abdellaoui, 2002. "A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem," Econometrica, Econometric Society, vol. 70(2), pages 717-736, March.
    5. Arimitsu, Toshihico & Arimitsu, Naoko, 2001. "Analysis of turbulence by statistics based on generalized entropies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(1), pages 177-194.
    6. Amendinger, Jürgen & Imkeller, Peter & Schweizer, Martin, 1998. "Additional logarithmic utility of an insider," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 263-286, July.
    7. Amendinger, Jürgen & Imkeller, Peter & Schweizer, Martin, 1998. "Additional logarithmic utility of an insider," SFB 373 Discussion Papers 1998,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    8. Anne Gundel, 2005. "Robust utility maximization for complete and incomplete market models," Finance and Stochastics, Springer, vol. 9(2), pages 151-176, April.
    9. Sara Biagini & Marco Frittelli, 2005. "Utility maximization in incomplete markets for unbounded processes," Finance and Stochastics, Springer, vol. 9(4), pages 493-517, October.
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