Moment preferences and polynomial utility

DOI10.1016/0165-1765(87)90143-1zbMath1328.91088OpenAlexW1992504026MaRDI QIDQ899944

Sigrid M. Müller, Machina, Mark J.

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90143-1

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (6)

A theoretical generalization of the Markowitz model incorporating skewness and kurtosis ⋮ Coherent combination of probabilistic outputs for group decision making: an algebraic approach ⋮ Spherical preferences ⋮ Optimal risk taking in an uneven tournament game with risk averse players ⋮ Local utility functions ⋮ Portfolio selection with skewness: a comparison of methods and a generalized one fund result

Cites Work

• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• Unnamed Item
• Unnamed Item

This page was built for publication: Moment preferences and polynomial utility