On the nature of certainty equivalent functionals
Year of publication: |
2006
|
---|---|
Authors: | Hennessy, David A. ; Lapan, Harvey E. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 43.2006, 1, p. 1-10
|
Subject: | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Theorie | Theory |
-
Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa, (2014)
-
Risk preference evaluation : a fourth dimension of the application of the Laplace transform
Grubbström, Robert W., (2018)
-
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia, (2015)
- More ...
-
On the Nature of Certainty Equivalent Functionals
Hennessy, David A., (2006)
-
Symmetries of Imperfect Competition on a Circle
Hennessy, David A., (2006)
-
When Different Market Concentration Indices Agree
Hennessy, David A., (2006)
- More ...