Benchmark values for higher order coefficients of relative risk aversion
Michel Denuit; Béatrice Rey
| 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 | Risikoaversion | Risk aversion | Theorie | Theory | Erwartungsnutzen | Portfolio-Management | Portfolio selection | Risiko | Risk |
| 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/10010345268