Determination and estimation of risk aversion coefficients
Year of publication: |
June 2018
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Authors: | Bodnar, Taras ; Okhrin, Yarema ; Vitlinskyy, Valdemar ; Zabolotskyy, Taras |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 15.2018, 2, p. 297-317
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Subject: | Risk aversion | Exponential utility | Quadratic utility | Elliptically contoured distributions | Laplace distribution | Parameter uncertainty | Risikoaversion | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Risiko | Risk | Nutzenfunktion | Utility function | Wahrscheinlichkeitsrechnung | Probability theory | Nutzen | Utility |
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