期望效用、切比雪夫界、均值-方差分析

Expected Utility, Chebichev Bounds, Mean-Variance Analysis

Scandinavian Journal of Economics · 1981
被引 6
人大 A-ABS 3

中文导读

研究了在已知随机变量均值和方差时,期望效用的最佳上下界,并指出了一些应用。

Abstract

This paper deals with and answers the following question: What are the best upper and lower bounds on expected utility when we know the mean and variance of the random variable involved? Some applications are also indicated.

期望效用切比雪夫界均值-方差分析