Compatibility of expected utility and μ/σ approaches to risk for a class of non location–scale distributions
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Bibliographic InfoArticle provided by Springer in its journal Economic Theory.
Volume (Year): 35 (2008)
Issue (Month): 2 (May)
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Web page: http://link.springer.de/link/service/journals/00199/index.htm
Find related papers by JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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