Benchmark values for higher order coefficients of relative risk aversion
Year of publication: |
2014
|
---|---|
Authors: | Denuit, Michel ; Rey, Béatrice |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 76.2014, 1, p. 81-94
|
Subject: | Expected utility | Higher order relative risk aversion | Higher order multiplicative risk apportionment | Wealth effect | Stochastic dominance | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Risiko | Risk | Portfolio-Management | Portfolio selection |
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