Expected Utility and the Truncated Normal Distribution

DOI10.1287/MNSC.26.9.901zbMath0451.90014OpenAlexW2080960109MaRDI QIDQ3898277

Richard B. Norgaard, Timothy J. Killeen

Publication date: 1980

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.26.9.901

zbMATH Keywords

expected utilityfinancetruncated normal distributioncapital budgetingrisk averse utility functions

Mathematics Subject Classification ID

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

Related Items (3)

A stochastic dominance comparison of truncated normal distributions ⋮ A modified Black-Scholes pricing formula for European options with bounded underlying prices ⋮ Probabilistic constraints in primal and dual linear programs: Duality results

This page was built for publication: Expected Utility and the Truncated Normal Distribution