A two-parameter model of dispersion aversion
Year of publication: |
2014
|
---|---|
Authors: | Chambers, Robert G. ; Grant, Simon ; Polak, Ben ; Quiggin, John |
Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 150.2014, C, p. 611-641
|
Publisher: |
Elsevier |
Subject: | Uncertainty aversion | Mean utility | Dispersion of utility | Weak-separability | Two-fund separation | CAPM excess return formula |
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