Expected utility without bounds -- a simple proof

DOI10.1016/j.jmateco.2013.12.011zbMath1297.91068OpenAlexW1967028815MaRDI QIDQ2452225

R. Vijay Krishna, David Dillenberger

Publication date: 2 June 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2013.12.011

zbMATH Keywords

unbounded continuous utilityweight/growth function

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites Work

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• Stochastic finance. An introduction in discrete time