It's Stochastic Dominance and Probabilistic Expected Utility Theory, Silly : Loss Aversion (a Concave Risk Premium Function) is Necessary Condition for Rationality of Risk Seeking Preferences
Year of publication: |
[2022]
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Authors: | Obrimah, Oghenovo A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Wahrscheinlichkeitsrechnung | Probability theory | Präferenztheorie | Theory of preferences | Risiko | Risk |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 12, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4002755 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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