Differentiability of von Neumann-Morgenstern utility functions

DOI10.1016/J.JMATECO.2015.06.008zbMATH Open1368.91097OpenAlexW3123369767MaRDI QIDQ745007FDOQ745007

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

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zbMATH Keywords

differentiabilityexpected utilityrisk aversionprudencedownside risktemperance

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Title not available (Why is that?)
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• Risk-aversion, prudence and temperance
• Differentiable von Neumann-Morgenstern utility

Cited In (5)

• Differentiability properties of rank-linear utilities
• Title not available (Why is that?)
• 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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