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Exponential utility

Known as: Exponential utility function 
In economics and finance, exponential utility refers to a specific form of the utility function, used in some contexts because of its convenience… 
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
The authors study the design of optimal unemployment insurance in an environment with moral hazard and cyclical fluctuations. The… 
2012
2012
A comprehensive description of the trading and statistical characteristics of VIX futures and their exchange-traded notes… 
2011
2011
This paper deals with pricing and hedging based on utility indifference for exponential utility. We consider the limit for… 
2008
2008
In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded… 
2007
2007
A current problem in institutional finance is to devise a means of computing the maximum profit that can be made by a depository… 
Highly Cited
2001
Highly Cited
2001
In this thesis, we study stochastic optimization problems in which concave functionals are maximized on spaces of stochastic… 
1999
1999
This paper estimates and tests consumption-based pricing kernels used in common equilibrium interest rate term structure models… 
1986
1986
Ordinal additivity between two attributes X and Y is a property that permits the utility function ux, y to be represented as φvx…