In economics and finance, exponential utility is a specific form of the utility function, used in some contexts because of its convenience when risk (sometimes...

alternative utility functions such as: CES (constant elasticity of substitution). Isoelastic utility Exponential utility Quasilinear utility Homothetic...

value of the utility function. Notable special cases of HARA utility functions include the quadratic utility function, the exponential utility function,...

aversion. Isoelastic function Constant elasticity of substitution Exponential utility Risk aversion Ljungqvist, Lars; Sargent, Thomas J. (2000). Recursive...

do not change it. The following expressions relate to this term: Exponential utility of the form u ( c ) = 1 − e − α c {\displaystyle u(c)=1-e^{-\alpha...

with quadratic utility, (2) two-periods, exponential utility, and normally-distributed returns, (3) infinite-periods, quadratic utility, and stochastic...

over time (with or without uncertainty). Formally, exponential discounting occurs when total utility is given by U ( { c t } t = t 1 t 2 ) = ∑ t = t 1...

measure which depends on the risk aversion of the user through the exponential utility function. It is a possible alternative to other risk measures as...

a way to design the queries such that, for power-log utilities and negative-exponential utilities, the predictions do not depend on canceling subjective...

risk aversion, a term in Economics referring to a property of the exponential utility function Cara Sucia (disambiguation) Caras (disambiguation) Carra...

remaining lifetime.: ch.11  Under certain assumptions including exponential utility and a single asset with returns following an ARMA(1,1) process, a...

risk aversion (HARA) (including the power utility function, logarithmic function and the exponential utility function), separation theorems can be obtained...

convex risk measure which is not coherent. It is related to the exponential utility. The superhedging price is a coherent risk measure. In a situation...

assertion of David P. Reed that the utility of large networks, particularly social networks, can scale exponentially with the size of the network. The reason...

mistake the logistic function (S-function) for an exponential function, and to see a "knee" in an exponential function where there can in fact be no such thing...

this integral exists. Exponential discounting and hyperbolic discounting are the two most commonly used examples. Discounted utility Intertemporal choice...

X}\right]\leq 1\}} where u ( X ) {\displaystyle u(X)} is the exponential utility function. Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath...

becoming an alternative to the decision tree which typically suffers from exponential growth in number of branches with each variable modeled. ID is directly...

functions for calculating sine, cosine, arctangent, natural logarithm, the exponential function and the two parameter Bessel function J. Most standard mathematical...

multiplying by a fixed constant. Logarithmic growth is the inverse of exponential growth and is very slow. A familiar example of logarithmic growth is...

distribution function of an exponential distribution with rate α. Pareto distribution can be constructed by hierarchical exponential distributions. Let ϕ |...

floating-point standard). Just as decimal numbers can be represented in exponential notation, so too can hexadecimal numbers. P notation uses the letter...

representing large games with limited interaction patterns, as it can exponentially reduce the amount of information needed to fully describe the game....

2006). "Equilibrium asset pricing: with non-Gaussian factors and exponential utilities". Quantitative Finance. 6 (6): 455–463. doi:10.1080/14697680600804437...

to explain intertemporal preferences. Exponential discounted utility was first described in the discounted utility model. The equation is as follows: U...

theories such as the concept of exponential growth. It is commonly understood that growth will not continue to rise exponentially, rather it is subject to different...

misguided, as the numbers of ancestors and descendants seem to grow exponentially as generations are added to the lineage tree. In just 80 generations...

(t\mu ,t\lambda ).} The inverse Gaussian distribution is a two-parameter exponential family with natural parameters −λ/(2μ2) and −λ/2, and natural statistics...

Dupuit began to look at the utility users would gain from the project. He determined that the best method of measuring utility is by learning one's willingness...

the financial world, this process is normally modeled in the form of exponential discounting, a time-consistent model of discounting. Many psychological...