Expected Utility, Chebichev Bounds, Mean-Variance Analysis

DOI10.2307/3439762zbMath0471.90017OpenAlexW1492029140MaRDI QIDQ3926316

Yngve Willassen

Publication date: 1981

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3439762

zbMATH Keywords

expected utilitymean-variance analysisbest upper boundsknown varianceknown meanChebyshev boundsbest lower bounds

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

The variance upper bound for a mixed random variable

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