A characterization of the distributions that imply mean-variance utility functions

DOI10.1016/0022-0531(83)90129-1zbMath0495.90009OpenAlexW2034485809WikidataQ54066008 ScholiaQ54066008MaRDI QIDQ1169917

Publication date: 1983

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(83)90129-1

zbMATH Keywords

portfolio choice riskless asset mean-variance utility functions

Mathematics Subject Classification ID

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