Decreasing Ross risk aversion : higher-order generalizations and implications
Jianli Wang; Jingyuan Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Jianli ; Li, Jingyuan |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 55.2014, p. 136-142
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| Subject: | Decreasing nn-th Ross risk aversion | Background risk | Risk vulnerability | one-switch utility function | Risikoaversion | Risk aversion | Risiko | Risk | Nutzenfunktion | Utility function | Theorie | Theory | Erwartungsnutzen | Expected utility | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011297775