OpenAlex
Utility Theory Front To Back Inferring Utility From Agents Choices
Work
Year: 2014
Type: article
Abstract: We pursue an inverse approach to utility theory and associated consumption and investment problems. Instead of specifying a utility function and deriving the actions of an agent, we assume that we obs... more
Source: International Journal of Theoretical and Applied Finance
Authors Alexander M. G. Cox, David Hobson, Jan Obłój
Institutions University of Bath, University of Warwick, University of Oxford
Cites: 21
Cited by: 14
Related to: 10
FWCI: 1.816
Citation percentile (by year/subfield): 89.47
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green