A contribution to duality theory, applied to the measurement of risk aversion
Year of publication: |
2007
|
---|---|
Authors: | Martínez-Legaz, Juan Enrique ; Quah, John K.-H. |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 30.2007, 2, p. 337-362
|
Subject: | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Theorie | Theory |
-
Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa, (2014)
-
Risk preference evaluation : a fourth dimension of the application of the Laplace transform
Grubbström, Robert W., (2018)
-
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia, (2015)
- More ...
-
Risk aversion over incomes and risk aversion over commodities
Martínez-Legaz, Juan Enrique, (2003)
-
On the infimum of quasiconvex vector function over an intersection
Martínez-Legaz, Juan Enrique, (2012)
-
Some characterizations of convex games
Martínez-Legaz, Juan Enrique, (2005)
- More ...