Gaussian approximation of expected utility

DOI10.1016/S0165-1765(99)00107-XzbMath1016.91031OpenAlexW2001264341MaRDI QIDQ1960577

Gregory M. Gelles, Harvey Diamond

Publication date: 12 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00107-x

zbMATH Keywords

expected utilityTaylor series approximationGaussian integrationexpected utility approximationmean-variance approximation

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

Risk aversion and risk vulnerability in the continuous and discrete case

Cites Work

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