Multivariate risk aversion utility, application to ESG investments
Year of publication: |
2022
|
---|---|
Authors: | Escobar, Marcos |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-8
|
Subject: | Expected Utility Theory | HJB equation | Multi-attributive utility | Multiple risk-aversion levels | Multivariate utility | Optimal control | Nutzen | Utility | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Nutzentheorie | Utility theory | Risiko | Risk | Nutzenfunktion | Utility function |
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