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Denis Conniffe, Indirect Addilog Translation of Indirect Utility Functions, The Canadian Journal of Economics / Revue canadienne d'Economique, Vol. 39, No. 4 (Nov., 2006), pp. 1388-1397 ...
This article obtains demand functions for risky assets without making a priori assumptions about the form of the utility function. In a simple portfolio model, the envelope theorem is applied to the ...