Differentiability of von Neumann-Morgenstern utility functions
Year of publication: |
October 2015
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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
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Subject: | Differentiability | Expected utility | Risk aversion | Downside risk | Prudence | Temperance | Erwartungsnutzen | Theorie | Theory | Risikoaversion | Nutzenfunktion | Utility function | Risiko | Risk | Risikoprämie | Risk premium | Nutzen | Utility |
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