Compatibility of expected utility and μ/σ approaches to risk for a class of non location–scale distributions
| Year of publication: |
2008
|
|---|---|
| Authors: | Boyle, Gerry ; Conniffe, Denis |
| Published in: |
Economic Theory. - Springer. - Vol. 35.2008, 2, p. 343-366
|
| Publisher: |
Springer |
| Subject: | Expected utility | Mean variance analysis | Location–scale distributions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005370873