Alternative approaches to comparative nth-degree risk aversion
Year of publication: |
2019
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Authors: | Liu, Liqun ; Neilson, William |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 8, p. 3824-3834
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Subject: | risk aversion | comparative risk aversion | risk premium | probability premium | downside risk aversion | Theorie | Theory | Risikoaversion | Risk aversion | Risikoprämie | Risk premium |
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