A theorem on the identifiability of the von Neumann-Morgenstern utility function from asset demands
Jerry R. Green, Lawrence J. Lau, Heraklis Polemarchakis
Abstract
Jerry R. Green, Lawrence J. Lau, Heraklis Polemarchakis
Abstract
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Key concepts: Mathematical economics, Von Neumann–Morgenstern utility theorem, Identifiability, Von Neumann architecture, Asset (computer security), Economics, Expected utility hypothesis, Function (biology)