A reexamination of the relationship between preferences and moment orderings by rational risk-averse investors

GENEVA Papers on Risk and Insurance Theory

Volumn 23, Issue 2, 1998, Pages 127-137

  Brockett, Patrick L ^a   Garven, James R ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

Asset preferences; Moment orderings; Utility functions; Von Neumann Morgenstern rationality

Indexed keywords

EID: 0039973448     PISSN: 09264957     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008674127340     Document Type: Article

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