Towards the determination of utility preference from optimal portfolio selections

Autor:	Colin Atkinson, S. Mokkhavesa
Rok vydání:	2001
Předmět:	Microeconomics Process (engineering) Applied Mathematics Economics Portfolio Resource allocation Finance Preference
Zdroj:	Applied Mathematical Finance. 8:1-26
ISSN:	1466-4313 1350-486X
Popis:	The problem of determining specific utility preference from observed optimal resource allocation procedures is considered. In special cases this is solved completely. Partial solutions and their limitations in this process are also discussed.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5560e3035277861722294749956350ad https://doi.org/10.1080/13504860110039801 Zobrazit plný text záznamu Plný text ve formátu PDF