Differentiability of von Neumann-Morgenstern utility functions
Year of publication: |
October 2015
|
---|---|
Authors: | Nakamura, Yutaka |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 60.2015, p. 74-80
|
Subject: | Differentiability | Expected utility | Risk aversion | Downside risk | Prudence | Temperance | Erwartungsnutzen | Theorie | Theory | Risikoaversion | Nutzenfunktion | Utility function | Risiko | Risk | Risikoprämie | Risk premium | Nutzen | Utility |
-
On the concavity and quasiconcavity properties of (σ,μ) utility functions
Lajeri-Chaherli, Fatma, (2016)
-
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew, (2020)
-
Dual moments and risk attitudes
Eeckhoudt, Louis R., (2022)
- More ...
-
Constant exchange risk properties
Farquhar, Peter H., (1987)
-
State-dependent strength-of-preference
Nakamura, Yutaka, (2015)
-
Nakamura, Yutaka, (2015)
- More ...