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Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions - MaRDI portal

Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (Q926217)

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scientific article; zbMATH DE number 5278993
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English
Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
scientific article; zbMATH DE number 5278993

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    Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (English)
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    26 May 2008
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    Expected utility
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    Mean variance analysis
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    Location-scale distributions
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