JSTOR Daily

Differentiable von Neumann-Morgenstern Utility

Differentiability is a convenient property of von Neumann-Morgensten utility functions which is almost always imposed but has not been translated into behavioral terms. In applications, expected ...
JSTOR Daily

HYPERREAL EXPECTED UTILITIES AND PASCAL'S WAGER

This paper re-examines two major concerns about the validity of Pascal's Wager: (1) The classical von Neumann-Morgenstern Theorem seems to contradict the rationality of maximising expected utility ...
Harvard Business School

A Theorem on the Identifiability of the von Neumann-Morgenstern Utility Function from Asset Demands

Green, Jerry R., Lawrence J. Lau, and Heraklis Polemarchakis. "A Theorem on the Identifiability of the von Neumann-Morgenstern Utility Function from Asset Demands." Economics Letters 1, no. 3 (1978): ...
Harvard Business School

Identifiability of the von Neumann-Morgenstern Utility Function from Asset Demands

Green, Jerry R., Lawrence J. Lau, and Heraklis Polemarchakis. "Identifiability of the von Neumann-Morgenstern Utility Function from Asset Demands." In General Equilibrium, Growth and Trade: Essays in ...