Towards the determination of utility preference from optimal portfolio selections

Colin Atkinson and Sutee Mokkhavesa

Applied Mathematical Finance, 2001, vol. 8, issue 1, 1-26

Abstract: 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.

Keywords: Utility Preference; Optimal Resource Allocation; Partial; Complete Solutions (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1080/13504860110039801

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