Credit cards scoring with quadratic utility functions

2002 ◽  
Vol 11 (4-5) ◽  
pp. 197-211 ◽  
Author(s):  
Vladimir Bugera ◽  
Hiroshi Konno ◽  
Stanislav Uryasev
Automatica ◽  
2016 ◽  
Vol 66 ◽  
pp. 254-261
Author(s):  
Farhad Farokhi ◽  
Iman Shames ◽  
Michael G. Rabbat ◽  
Mikael Johansson

2020 ◽  
Vol 1 (3) ◽  
pp. 23-28
Author(s):  
Jumadil Saputra

Investors in investing are always accompanied by a sense of tolerance for the risk of funds invested in an asset. Each investor has a different form of risk tolerance, depending on the function of the utility. This paper aims to conduct a theoretical study of the forms of investor risk tolerance for several utility functions. This study is carried out by reviewing several utility functions which include: square root utility, cubic fraction utility, quadratic utility, exponential negative utility, and logarithmic utility. Based on the results of the study for each of these utility functions, successively obtained risk tolerance in the form of linear, linear, linear, constant, and linear. Linear risk tolerance illustrates that an investor changes the value of his investment in line with changes in the level of risk faced.


2002 ◽  
Author(s):  
Vladimir Bugera ◽  
Hiroshi Konno ◽  
Stanislav P. Uryasev

2012 ◽  
Vol 42 (4) ◽  
pp. 68
Author(s):  
JOSEPH S. EASTERN
Keyword(s):  

2015 ◽  
Vol 3 (1) ◽  
pp. 51 ◽  
Author(s):  
Zaimy Johana Johan ◽  
Lennora Putit

Many past researches have been carried out in an attempt to continuously understand individuals‟ consumption behaviour. This study was conducted to investigate key factors influencing consumers‟ potential acceptance of halal (or permissible) financial credit card services. Specifically, it anticipated the influence of attitude, social influences and perceived control on consumers‟ behavioural intention to accept such services. In addition, factors such as religiosity and product knowledge were also postulated to affect consumers‟ attitude towards the act of using halal credit cards for any retail or business transactions. Using non-probability sampling approach, a total of 500 survey questionnaires was distributed to targeted respondents in a developing nation but only 220 usable feedbacks were received for subsequent data analysis. Regression results revealed that religiosity and product knowledge significantly influence consumers‟ attitude toward using halal credit card services.  Attitude in turn, subsequently has a significant impact on consumers‟ intention to accept halal financial credit card services. Several theoretical and managerial contributions were observed in this study.   


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