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Expected Utility and the Truncated Normal Distribution

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References

1976Risk Aversion in the Small and in the Large4,655 cited
1977THE DEMAND FOR RISKY ASSETS1,052 cited
1975INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION500 cited
1963An Expected Gain-Confidence Limit Criterion for Portfolio Selection429 cited
1976THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS295 cited
1972Empirical Evidence of the Adoption of Sophisticated Capital Budgeting Techniques229 cited
1974Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear171 cited
1973The Evaluation of Risky Interrelated Investments118 cited

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