Mean-variance utility
type: Item
instance of: scholarly article
title: Mean-variance utility
zbMATH Open document ID: 1369.91060
author: Yutaka Nakamura
published in: Journal of Economic Theory
publication date: 2015-11-19T00:00:00Z
full work available at URL: JET 160.pdf
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6511912
zbMATH Keywords: mean-variance analysis
zbMATH Keywords: mean-variance utility
zbMATH Keywords: decision making under risk
zbMATH Keywords: constant risk aversion
MaRDI profile type: Publication
OpenAlex ID: W3124477144
cites work: Q3811988
cites work: Decreasing Risk Aversion and Mean-Variance Analysis
cites work: Constant Exchange Risk Properties
cites work: On the foundations of mean-variance analyses
cites work: Q3962738
cites work: Q5639713
cites work: Variance aversion implies \(\mu-\sigma^ 2\)-criterion
cites work: Lexicographic quasilinear utility
cites work: A theory of risk
cites work: Subjective mean-variance preferences without expected utility
cites work: Constant risk aversion
cites work: Q5826088
cites work: Q5844986
DOI: 10.1016/J.JET.2015.10.001
description: scientific article; zbMATH DE number 6511912