Two-Moment Decision Models and Expected Utility Maximization: Comment
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Bibliographic InfoPaper provided by University of Munich, Department of Economics in its series Munich Reprints in Economics with number 19848.
Date of creation: 1989
Date of revision:
Publication status: Published in The American Economic Review 3 79(1989): pp. 601-602
Other versions of this item:
- Sinn, Hans-Werner, 1989. "Two-Moment Decision Models and Expected Utility Maximization: Comment," American Economic Review, American Economic Association, vol. 79(3), pages 601-02, June.
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- Hans-Werner Sinn, 1994.
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- Eggert, Hakan & Tveteras, Ragnar, 2001.
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- Eggert, Håkan & Tveterås, Ragnar, 2001. "Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers’ Gear Choices," Working Papers in Economics 54, University of Gothenburg, Department of Economics.
- Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
- Bar-Shira, Ziv & Finkelshtain, Israel, 1999. "Two-moments decision models and utility-representable preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 38(2), pages 237-244, February.
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