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 ...
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): ...
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

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 ...