E-V Utility Function and Its Application in Shanghai Securities Market.
Rujun SongXue YangPublished in: WKDD (2010)
Keyphrases
- utility function
- stock market
- risk aversion
- stock exchange
- financial markets
- stock price
- trading strategies
- decision makers
- multi attribute
- short term
- probability distribution
- expected utility
- decision problems
- risk neutral
- risk averse
- decision theory
- portfolio management
- financial data
- makes sense
- utility maximization
- preference elicitation
- optimization criterion
- financial time series
- social welfare
- decision making
- lead time