Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (Q926217): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s00199-007-0244-5 / rank
 
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Latest revision as of 10:47, 28 June 2024

scientific article
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Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
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    Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (English)
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    26 May 2008
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    Expected utility
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    Mean variance analysis
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    Location-scale distributions
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