Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks
Year of publication: |
2012
|
---|---|
Authors: | Dionne, Georges ; Li, Jingyuan |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Comparative cross Ross risk aversion | Quadrant dependent background risk | Partial risk premium | Decreasing cross Ross risk aversion | n-switch utility functions |
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