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portfolio choice
Increase in risk
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increase in risk
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risk aversion
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Entscheidung unter Risiko
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Börsenkurs
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EU model
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Mean Preserving Increase in Risk
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Aktienmarkt
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An index of fourth-order risk aversion
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Chateauneuf, Alain
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Lakhnati, Ghizlane
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Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
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Increases in risk and demand for risky asset
Chateauneuf, Alain
;
Lakhnati, Ghizlane
-
HAL
-
2005
consistent both with central dominance introduced by Gollier [5] and with mean preserving
increase
in
risk
. Finally, we show that …
Persistent link: https://www.econbiz.de/10010750618
Saved in:
2
Increases in risk and demand for risky asset.
Chateauneuf, Alain
;
Lakhnati, Ghizlane
-
Maison des Sciences Économiques, Université Paris 1 …
-
2005
consistent both with central dominance introduced by Gollier [5] and with mean preserving
increase
in
risk
. Finally, we show that …
Persistent link: https://www.econbiz.de/10005220172
Saved in:
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