Measures of risk attitude: correspondences between mean-variance and expected-utility approaches

DOI10.1007/S10203-005-0050-0zbMath1136.91384OpenAlexW2087248165MaRDI QIDQ816442

Thomas Eichner, Andreas Wagener

Publication date: 9 March 2006

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-005-0050-0

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

Sourcing decision under interconnected risks: an application of mean-variance preferences approach ⋮ Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions

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