Rationalizing investors' choices
Year of publication: |
August 2015
|
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Authors: | Bernard, Carole ; Chen, Jit Seng ; Vanduffel, Steven |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 59.2015, p. 10-23
|
Subject: | First-order stochastic dominance | Expected utility | Utility estimation | Law-invariant preferences | Decreasing absolute risk aversion | Arrow-Pratt risk aversion measure | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Portfolio-Management | Portfolio selection | Experiment |
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