Elementary proof that mean-variance implies quadratic utility (Q622632)
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scientific article; zbMATH DE number 5844663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elementary proof that mean-variance implies quadratic utility |
scientific article; zbMATH DE number 5844663 |
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Elementary proof that mean-variance implies quadratic utility (English)
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3 February 2011
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mean-variance
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portfolio theory
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expected utility
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quadratic utility
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randomized assets
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lotteries
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Buridan's ass
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