Mean-variance utility
Yutaka Nakamura (University of Tsukuba, Graduate School of Systems and Information Engineering, Division of Social Systems and Management, Tsukuba, Japan)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Nakamura, Yutaka |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 160.2015, p. 536-556
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| Subject: | Mean-variance analysis | Mean-variance utility | Decision making under risk | Constant risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | Risiko | Risk | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2015.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011549547