Concavity, stochastic utility, and risk aversion
Robert Jarrow, Siguang Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Jarrow, Robert A. ; Li, Siguang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 2, p. 311-330
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| Subject: | State-dependent utility | Stochastic utility | Risk aversion | Uniform risk aversion | Pointwise concavity | Uniform risk aversion for independent gambles | Risikoaversion | Nutzen | Utility | Theorie | Theory | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Risiko | Risk | Entscheidung | Decision | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-021-00448-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499688