Convex and decreasing absolute risk aversion is proper
Year of publication: |
2014
|
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Authors: | Huang, James |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 123-125
|
Subject: | Proper risk aversion | Convex absolute risk aversion | Background risk | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility |
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