When can expected utility handle first-order risk aversion?
Year of publication: |
2014
|
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Authors: | Dionne, Georges ; Li, Jingyuan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 154.2014, p. 403-422
|
Subject: | Expected utility theory | First-order conditional dependent risk aversion | Background risk | Equity premium puzzle | Consumption risk in business cycles | Rank-dependent expected utility model | Theorie | Theory | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risiko | Risk |
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