Upper and lower bounds for expected utility

DOI10.1007/S00199-000-0001-5zbMATH Open0963.91042OpenAlexW1964964507MaRDI QIDQ1584699FDOQ1584699

Authors: Marco LiCalzi 

Publication date: 27 June 2001

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

Full work available at URL: http://hdl.handle.net/10278/3611

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zbMATH Keywords

inequalitiesboundsexpected utilitydominance

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (8)

• Expected utility inequalities: theory and applications
• Best Upper and Lower Tchebycheff Bounds on Expected Utility
• Can diverse and conflicting interests of multiple stakeholders be balanced?
• On an asymptotic property of expected utility
• Upper bounds for the risk in the \(\alpha\)-t utility function
• Is there a plausible theory for decision under risk? A dual calibration critique
• Überlegungen zur metrischen Bernoulli-Entscheidungsregel bei Unsicherheit
• Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging

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