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On an asymptotic property of expected utility

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  • Diamond, Harvey
  • Gelles, Gregory M.

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  • Diamond, Harvey & Gelles, Gregory M., 1995. "On an asymptotic property of expected utility," Economics Letters, Elsevier, vol. 47(3-4), pages 305-309, March.
    • Handle: RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:305-309
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    References listed on IDEAS

    as
    1. Meyer, Jack, 1987. "Two-moment Decision Models and Expected Utility Maximization," American Economic Review, American Economic Association, vol. 77(3), pages 421-430, June.
    2. Levy, H & Markowtiz, H M, 1979. "Approximating Expected Utility by a Function of Mean and Variance," American Economic Review, American Economic Association, vol. 69(3), pages 308-317, June.
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    Cited by:

    1. Martin Bohner & Gregory Gelles, 2012. "Risk aversion and risk vulnerability in the continuous and discrete case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(1), pages 1-28, May.

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