Risk neutrality regions

DOI10.1016/j.jmateco.2015.10.010zbMath1368.91094OpenAlexW3121356399MaRDI QIDQ899506

Xiao Wei, Minwook Kang, Yakar Kannai, Larry Selden

Publication date: 28 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.010

zbMATH Keywords

expected utilityleast concave utilityrisk neutralityminimum concavity points

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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