Comparing financial investments by their state dependent returns: A one-way log utility representation

DOI10.1016/j.ejor.2007.12.036zbMath1152.91552OpenAlexW2079543692MaRDI QIDQ2519121

Gerhard Speckbacher

Publication date: 22 January 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.12.036

zbMATH Keywords

intransitive indifferencelogarithmic utilityone-way utility representationstate dependent opportunity costs

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Maintaining capital intact and WARP
• Utility maximization under capital growth constraints
• Nontransitive preferences in decision theory
• Alternative Axiomatizations of One-Way Expected Utility

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