Differentiability of von Neumann-Morgenstern utility functions

DOI10.1016/j.jmateco.2015.06.008zbMath1368.91097OpenAlexW3123369767MaRDI QIDQ745007

Yutaka Nakamura

Publication date: 12 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.06.008

zbMATH Keywords

differentiabilityexpected utilityprudencerisk aversiondownside risktemperance

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

Random expected utility theory with a continuum of prizes

Cites Work

• Risk-aversion, prudence and temperance
• Differentiable von Neumann-Morgenstern utility
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