Recovering subjective probability distributions
Year of publication: |
2022
|
---|---|
Authors: | Yamazaki, Akira |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 7, p. 1234-1263
|
Subject: | reciprocal kernel | risk aversion | static replication | subjective probability distribution | subjective risk premium | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Statistische Verteilung | Statistical distribution | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Erwartungsnutzen | Expected utility | Entscheidungstheorie | Decision theory |
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