A Utility Equivalence Theorem for Concave Functions (Q5418990)
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scientific article; zbMATH DE number 6299359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Utility Equivalence Theorem for Concave Functions |
scientific article; zbMATH DE number 6299359 |
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A Utility Equivalence Theorem for Concave Functions (English)
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2 June 2014
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utility equivalence theorem
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non-decreasing concave utility function
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asset allocation
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risk-averse portfolio allocation
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