A verification of the expected utility calibration theorem

DOI10.1016/S0165-1765(01)00570-5zbMath0996.91035OpenAlexW2171741165MaRDI QIDQ5958528

Harold Winter, William S. Neilson

Publication date: 3 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00570-5

zbMATH Keywords

expected utilityrisk aversioncalibration theoremvalue of life

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS

Cites Work

• First order versus second order risk aversion
• Prospect Theory: An Analysis of Decision under Risk

This page was built for publication: A verification of the expected utility calibration theorem