A class of symmetric and quadratic utility functions generating Giffen demand

Optimal Allocation in Combinatorial Auctions with Quadratic Utility Functions

Lecture Notes in Computer Science - Theory and Applications of Models of Computation ◽

10.1007/978-3-642-20877-5_15 ◽

2011 ◽

pp. 142-153

Author(s):

Akiyoshi Shioura ◽

Shunya Suzuki

Keyword(s):

Optimal Allocation ◽

Combinatorial Auctions ◽

Utility Functions ◽

Quadratic Utility

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OPTIMAL ALLOCATION PROBLEM WITH QUADRATIC UTILITY FUNCTIONS AND ITS RELATIONSHIP WITH GRAPH CUT PROBLEM

Journal of the Operations Research Society of Japan ◽

10.15807/jorsj.55.92 ◽

2012 ◽

Vol 55 (1) ◽

pp. 92-105 ◽

Cited By ~ 1

Author(s):

Akiyoshi Shioura ◽

Shunya Suzuki

Keyword(s):

Optimal Allocation ◽

Graph Cut ◽

Utility Functions ◽

Allocation Problem ◽

Quadratic Utility

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On reconstructability of quadratic utility functions from the iterations in gradient methods

Automatica ◽

10.1016/j.automatica.2016.01.014 ◽

2016 ◽

Vol 66 ◽

pp. 254-261

Author(s):

Farhad Farokhi ◽

Iman Shames ◽

Michael G. Rabbat ◽

Mikael Johansson

Keyword(s):

Gradient Methods ◽

Utility Functions ◽

Quadratic Utility

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Some Forms of InvestorRiskTolerance in Investing: Review Theory

International Journal of Research in Community Services ◽

10.46336/ijrcs.v1i3.105 ◽

2020 ◽

Vol 1 (3) ◽

pp. 23-28

Author(s):

Jumadil Saputra

Keyword(s):

Theoretical Study ◽

Utility Functions ◽

Risk Tolerance ◽

Square Root ◽

Logarithmic Utility ◽

Quadratic Utility ◽

Level Of Risk

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.

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