Comparative Ross risk aversion in the presence of mean dependent risks
Year of publication: |
2014
|
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Authors: | Dionne, Georges ; Li, Jingyuan |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 51.2014, p. 128-135
|
Subject: | Comparative cross Ross risk aversion | Dependent background risk | Partial risk premium | Decreasing cross Ross risk aversion | n-switch independence property | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk |
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