Subjective mean-variance preferences without expected utility

DOI10.1016/J.MATHSOCSCI.2017.02.001MaRDI QIDQ2406934zbMATH OpenOpenAlexFDO

Authors Xiangyu Qu

Publication date 4 October 2017

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2017.02.001

zbMATH Keywords

expected utilitymean-variance preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
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• The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation

Cited in

(10)

• Mean-variance and expected utility: the Borch paradox
• Auctioning risk: the all-pay auction under mean-variance preferences
• The opportunity cost of mean-variance choice under estimation risk
• Mean-risk analysis with enhanced behavioral content
• Preferences estimation without approximation
• Mean-variance utility
• Mean-variance model with new type risk perceptions and empirical research
• Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
• Modifying the mean-variance approach to avoid violations of stochastic dominance
• Generalised mean-risk preferences

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