The quasilinear quadratic utility model: An overview - Archive ouverte HAL
Preprints, Working Papers, ... Year : 2019

The quasilinear quadratic utility model: An overview

Abstract

The quasi-linear quadratic utility model is widely used in economics. The knowledge of its exact origin is less widespread. A first contribution of the paper is to explain the genesis of this model. Next, we review the main properties of the general model, mainly following the previous literature. Finally, it is shown that all the tractable versions of the model used in practice are (almost) identical and have a mean variance structure. We provide ready-to-use formulae for this symmetric model.
Fichier principal
Vignette du fichier
quadra_survey_2019_4_1.pdf (745.84 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-02318633 , version 1 (17-10-2019)

Identifiers

  • HAL Id : hal-02318633 , version 1

Cite

Philippe Choné, Laurent Linnemer. The quasilinear quadratic utility model: An overview. 2019. ⟨hal-02318633⟩
73 View
2738 Download

Share

More