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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
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Risk aversion, prudence, and asset allocation : a review and some new developments
Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243
Persistent link: https://www.econbiz.de/10011593667