Back to Search Start Over

Ordering utility functions based on mean-seeking behavior

Authors :
Gelles, Gregory M.
Mitchell, Douglas W.
Source :
Quarterly Review of Economics and Finance. Fall, 1999, Vol. 39 Issue 3, p317, 12 p.
Publication Year :
1999

Abstract

This article offers a series of contexts where comparative mean-seeking behavior becomes predictable. Arrow-Pratt levels of risk aversion, microeconomics of choice, and portfolio features are discussed.

Details

ISSN :
10629769
Volume :
39
Issue :
3
Database :
Gale General OneFile
Journal :
Quarterly Review of Economics and Finance
Publication Type :
Academic Journal
Accession number :
edsgcl.58475748