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Ordering utility functions based on mean-seeking behavior
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 39 (1999) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10001433910
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Gaussian approximation of expected utility
Diamond, Harvey; Gelles, Gregory M. - In: Economics letters 64 (1999) 3, pp. 301-307
Persistent link: https://www.econbiz.de/10001399326
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Increasingly mean-seeking utility functions and n-asset portfolios
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 42 (2002) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10001719220