Variance aversion implies \(\mu-\sigma^ 2\)-criterion
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Publication:1919075
DOI10.1006/jeth.1996.0067zbMath0854.90013OpenAlexW1522185024MaRDI QIDQ1919075
Publication date: 19 January 1997
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1996.0067
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Related Items (6)
Mean-variance utility ⋮ Elementary proof that mean-variance implies quadratic utility ⋮ Partial derivatives, comparative risk behavior and concavity of utility functions. ⋮ Generalised mean-risk preferences ⋮ Direct data-based decision making under uncertainty ⋮ \(\mu\)-\(\sigma\) games
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