Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- 8 Expected Utility
- 9 Risk Aversion
- 10 Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
8 - Expected Utility
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- 8 Expected Utility
- 9 Risk Aversion
- 10 Risk
- Part Four Optimal Portfolios
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
Summary
- Type
- Chapter
- Information
- Principles of Financial Economics , pp. 77 - 86Publisher: Cambridge University PressPrint publication year: 2000