Convex and decreasing absolute risk aversion is proper
Year of publication: |
2014
|
---|---|
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 | Risikoaversion | Risk aversion | Theorie | Theory | Risiko | Risk | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility |
-
Background risk and quantum calculus
Tapiero, Oren J., (2013)
-
Decreasing Ross risk aversion : higher-order generalizations and implications
Wang, Jianli, (2014)
-
Risk aversion with two risks : a theoretical extension
Li, Jingyuan, (2016)
- More ...
-
Two-Dimensional Risk-Neutral Valuation Relationships forthe Pricing of Options.
Franke, Günter, (2005)
-
Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options
Franke, Günter, (2006)
-
Two-dimensional risk neutral valuation relationships for the pricing of options
Franke, Günter, (2007)
- More ...