On the concavity and quasiconcavity properties of (σ,μ) utility functions
Year of publication: |
July 2016
|
---|---|
Authors: | Lajeri-Chaherli, Fatma |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 68.2016, 3, p. 287-296
|
Subject: | concavity | prudence | quasiconcavity | risk aversion | risk vulnerability | temperance | utility | Theorie | Theory | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Risiko | Risk | Nutzen | Utility |
-
Differentiability of von Neumann-Morgenstern utility functions
Nakamura, Yutaka, (2015)
-
Decreasing Ross risk aversion : higher-order generalizations and implications
Wang, Jianli, (2014)
-
Corradin, Fausto, (2018)
- More ...
-
Determinants of Financial vs. Non Financial Stock Returns: Evidence from Istanbul Stock Exchange
Caglayan, Mustafa, (2009)
-
Proper prudence, standard prudence and precautionary vulnerability
Lajeri-Chaherli, Fatma, (2004)
-
Partial derivatives, comparative risk behavior and concavity of utility functions
Lajeri-Chaherli, Fatma, (2003)
- More ...