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Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Corradin, Fausto; Sartore, Domenico - 2018
Persistent link: https://www.econbiz.de/10011957311
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Risk aversion : differential conditions for the concavity in transformed two-parameter distributions
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011641989
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Estimating subjective probabilities
Andersen, Steffen (contributor) - 2009
Persistent link: https://www.econbiz.de/10003842913
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An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Kashima, Hiroyuki - In: Statistical papers 46 (2005) 4, pp. 523-540
Persistent link: https://www.econbiz.de/10003098863
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Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl - 2003
Persistent link: https://www.econbiz.de/10001786458
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Biases in the assessment of von Neumann-Morgenstern utility functions
Seidl, Christian; Traub, Stefan - In: Mathematical utility theory : utility functions, …, (pp. 203-239). 1999
Persistent link: https://www.econbiz.de/10001434549
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Shortfall-Risiko - Excess-Chance-Entscheidungskalküle : Grundlagen und Beziehungen zum Bernoulli-Prinzip
Albrecht, Peter - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 118 (1998) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10001248279
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Risk aversion in the laboratory
Harrison, Glenn W.; Rutström, Eva Elisabet - 2008
Persistent link: https://www.econbiz.de/10003729022
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Uniform confidence bands for pricing kernels
Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining - 2010
estimated nonparametrically too. In this framework, we develop the asymptotic distribution theory of the EPK in the L1 sense …, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …
Persistent link: https://www.econbiz.de/10003952791
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An alternative explanation for the variation in reported estimates of risk aversion
Conniffe, Denis; O'Neill, Donal - 2012
There is a large literature estimating Arrow-Pratt coefficients of absolute and relative risk aversion. A striking feature of this literature is the very wide variation in the reported estimates of the coefficients. While there are often legitimate reasons for these differences in the estimates,...
Persistent link: https://www.econbiz.de/10009629057