Characterization of symmetrical monotone risk aversion in the RDEU model
Moez Abouda; Alain Chateauneuf
| Year of publication: |
2002
|
|---|---|
| Authors: | Abouda, Moez ; Chateauneuf, Alain |
| Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 44.2002, 1, p. 1-15
|
| Subject: | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Hedging |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical social sciences |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001694100