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In recent attempts at deriving morality from rationality expected utility theory has played a major role. In the most prominent such attempt, Gauthier's Morals by Agreement, a mode of maximizing ...
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...
Every week, it seems, there’s a new financial website with just the right solution for managing your money. “We’ll bucket you.” “We’ll goal you.” “We’ll de-tax you.” “We’ll balance you.” “We’ll ...
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