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Properties of concave,two-parameter function

I already showed that the function $\psi(\mu,\sigma)=\mathbb{E}U(X)$ is concave in $(\mu,\sigma)$, where $X$ is normally distributed with mean $\mu$ and variance $\sigma^2$. $U$ is a nice concave ...
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Economics simplification of stochastic transition of capital

I'm taking an macro-econ paper and I can't seem to work out the following simplification. Basically somehow by combining equation 4.14 and ...