Differentiability of von Neumann-Morgenstern utility functions

DOI10.1016/J.JMATECO.2015.06.008MaRDI QIDQ745007zbMATH OpenOpenAlexFDO

Authors Yutaka Nakamura

Publication date 12 October 2015

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2015.06.008

zbMATH Keywords

differentiabilityexpected utilityrisk aversionprudencedownside risktemperance

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3784589 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• Differentiable von Neumann-Morgenstern utility
• Risk-aversion, prudence and temperance

Cited in

(5)

• Differentiability properties of rank-linear utilities
• scientific article; zbMATH DE number 4079113 (Why is no real title available?)
• On the economic meaning of Machina's Fréchet differentiability assumption
• Differentiability Properties of a Parametric Consumer Problem
• Random expected utility theory with a continuum of prizes

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