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Representing risk preferences in expected utility based decision models
Meyer, Jack - 2010
Persistent link: https://www.econbiz.de/10003964877
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Mean-variance efficient sets and expected utility
Meyer, Jack - In: The journal of finance : the journal of the American … 34 (1979) 5, pp. 1221-1229
Persistent link: https://www.econbiz.de/10003631048
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Choice among distributions
Meyer, Jack - In: Journal of economic theory 14 (1977) 2, pp. 326-336
Persistent link: https://www.econbiz.de/10002492562
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Hedging under output price randomness
Meyer, Jack - In: American journal of agricultural economics 70 (1988) 2, pp. 268-272
Persistent link: https://www.econbiz.de/10001053677
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Two-moment decision models and expected utility maximization
Meyer, Jack - In: The American economic review 77 (1987) 3, pp. 421-430
Persistent link: https://www.econbiz.de/10001029493
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Two-moment decision models and expected utility maximization: reply
Meyer, Jack - In: The American economic review 79 (1989) 3
Persistent link: https://www.econbiz.de/10001065955
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Sufficient conditions for expected utility to imply mean-standard deviation rankings : empirical evidence concerning the location and scale condition
Meyer, Jack - In: The economic journal : the journal of the Royal … 102 (1992) 410, pp. 91-106
Persistent link: https://www.econbiz.de/10001119486