Utility indifference pricing and the Aumann-Serrano performance index
Jiro Hodoshima, Yoshio Miyahara
| Year of publication: |
2020
|
|---|---|
| Authors: | Hodoshima, Jiro ; Miyahara, Yoshio |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 86.2020, p. 83-89
|
| Subject: | Aumann-Serrano index | Inner rate of risk aversion | Risk averse | Risk loving | Utility indifference pricing | Risikoaversion | Risk aversion | Theorie | Theory | Nutzen | Utility | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2019.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012660654