Towards the determination of utility preference from optimal portfolio selections

The problem of determining specific utility preference from observed optimal resource allocation procedures is considered. In special cases this is solved completely. Partial solutions and their limitations in this process are also discussed.

MoreLess

Year of publication:	2001
Authors:	Atkinson, Colin ; Mokkhavesa, Sutee
Published in:	Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 8.2001, 1, p. 1-26
Publisher:	Taylor & Francis Journals
Subject:	Utility Preference \| Optimal Resource Allocation \| Partial \| Complete Solutions

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005141309