Consistency of mean-variance analysis and expected utility analysis. A complete characterization

DOI10.1016/0165-1765(93)90035-BzbMath0800.90297OpenAlexW1582091560MaRDI QIDQ1319632

John Payne Bigelow

Publication date: 12 April 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90035-b

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (5)

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Cites Work

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• A characterization of the distributions that imply mean-variance utility functions
• Mutual fund separation in financial theory - the separating distributions

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