A Utility Equivalence Theorem for Concave Functions (Q5418990): Difference between revisions

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scientific article; zbMATH DE number 6299359
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English
A Utility Equivalence Theorem for Concave Functions
scientific article; zbMATH DE number 6299359

    Statements

    A Utility Equivalence Theorem for Concave Functions (English)
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    2 June 2014
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    utility equivalence theorem
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    non-decreasing concave utility function
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    asset allocation
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    risk-averse portfolio allocation
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