Asset Demand Based Tests of Expected Utility Maximization

Publisher： American Economic Association

ISSN： 0002-8282

Source： The American Economic Review, Vol.104, Iss.11, 2014-11, pp. : 3459-3480

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Expected Qualitative Utility Maximization

By Lehmann D.  

Games and Economic Behavior, Vol. 35, Iss. 1, 2001-04 ,pp. : 54-79

Elsevier

Access to resources Recommend Favorite

A derivation of expected utility maximization in the context of a game

By Gilboa I.   Schmeidler D.  

Games and Economic Behavior, Vol. 44, Iss. 1, 2003-07 ,pp. : 172-182

Elsevier

Access to resources Recommend Favorite

EXPECTED UTILITY MAXIMIZATION WITH TRUNCATED DISTRIBUTIONS: AN APPLICATION OF THE MEAN-VALUE THEOREM

By SAKONG YONG   HAYES DERMOT J.  

International Economic Journal, Vol. 9, Iss. 3, 1995-0 ,pp. : 35-48

Routledge Ltd

Access to resources Recommend Favorite

Testing expected utility maximization under price and quantity risk with a heterogeneous panel

By Liu Yucan   Shumway C. Richard  

Applied Economics, Vol. 41, Iss. 9, 2009-04 ,pp. : 1105-1119

Routledge Ltd

Access to resources Recommend Favorite

Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at-risk approach

By        

Applied Economics, Vol. 47, Iss. 20, 2015-04 ,pp. : 2040-2052

Routledge Ltd

Access to resources Recommend Favorite