Multiplicative background risk
Year of publication: |
2003
|
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Authors: | Franke, Günter ; Schlesinger, Harris ; Stapleton, Richard C. |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Erwartungsnutzen | Nutzenfunktion | Risikopräferenz | Theorie | multiplicative risk | background risk | incomplete markets | standard risk aversion | affiliated utility function | multiplicative risk vulnerability |
Series: | CoFE Discussion Paper ; 03/05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 480644632 [GVK] hdl:10419/32149 [Handle] RePEc:zbw:cofedp:0305 [RePEc] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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Multiplicative Background Risk
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