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Gaussian approximation of expected utility
Diamond, Harvey; Gelles, Gregory M. - In: Economics letters 64 (1999) 3, pp. 301-307
Persistent link: https://www.econbiz.de/10001399326
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Is mean-variance analysis applicable to hedge funds?
Fung, William - In: Economics letters 62 (1999) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10001256029
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On criminal's risk attitudes
Neilson, William - In: Economics letters 55 (1997) 1, pp. 97-102
Persistent link: https://www.econbiz.de/10001225274
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Life cycle consumption models with uncertainty within periods
Melenberg, Bertrand - In: Economics letters 57 (1997) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001229604
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An impossibility theorem with von Neumann-Morgenstern preferences
Dhillon, Amrita - In: Economics letters 56 (1997) 3, pp. 305-309
Persistent link: https://www.econbiz.de/10001229820
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Risk-sharing CARA individuals are collectively EU
Bone, John - In: Economics letters 58 (1998) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001234695
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More mixed results on boundary effects
Humphrey, Steven J. - In: Economics letters 61 (1998) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10001250897
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Local risk aversion in the rank dependent expected utility model : first order versus second order effects
Courtault, Jean-Michel - In: Economics letters 59 (1998) 2, pp. 207-212
Persistent link: https://www.econbiz.de/10001241437
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The probability premium : a graphical representation
Eeckhoudt, Louis R.; Laeven, Roger J. A. - In: Economics letters 136 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011435791
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Maximum probabilities, information, and choice under uncertainty
Burghart, Dan - In: Economics letters 167 (2018), pp. 43-47
Persistent link: https://www.econbiz.de/10012015769