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Enfoque Media-Varianza en la Función de Utilidad

Author

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  • Cesar Humberto Antunez Irgoin

Abstract

Este trabajo presenta el Enfoque Media-Varianza (MV) en la función de utilidad. Trataremos de exponer los dos métodos más usados para determinar la utilidad esperada del agente, que determina que dicha utilidad esta en función de la media y la varianza de la riqueza.

Suggested Citation

  • Cesar Humberto Antunez Irgoin, 2011. "Enfoque Media-Varianza en la Función de Utilidad," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2011-07, July.
    • Handle: RePEc:erv:contri:y:2011:i:2011-07:8
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