A two-parameter model of dispersion aversion
Robert G. Chambers; Simon Grant; Ben Polak; John Quiggin
| Year of publication: |
2014
|
|---|---|
| Authors: | Chambers, Robert G. ; Grant, Simon ; Polak, Ben ; Quiggin, John C. |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 150.2014, p. 611-641
|
| Subject: | Uncertainty aversion | Mean utility | Dispersion of utility | Weak-separability | Two-fund separation | CAPM excess return formula | CAPM | Risikoaversion | Risk aversion | Theorie | Theory | Kapitaleinkommen | Capital income | Erwartungsnutzen | Expected utility | Nutzen | Utility | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Nutzenfunktion | Utility function |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010360468