On investor preferences and mutual fund separation (Q1701032): Difference between revisions

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+W3125081725
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+A characterization of the distributions that imply mean-variance utility functions
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+Modeling non-monotone risk aversion using SAHARA utility functions
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+Portfolio Efficient Sets
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+"Expected Utility" Analysis without the Independence Axiom
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+Mutual fund separation in financial theory - the separating distributions
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