Differentiable von Neumann-Morgenstern utility
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Publication:1306635
DOI10.1007/S001990050294zbMath0934.91016OpenAlexW2008960145MaRDI QIDQ1306635
Publication date: 16 November 1999
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050294
differentiabilityexpected utilityrisk premiumprobability premiumrisk averse von Neumann-Morgenstem utility function
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