Comment on 'Modeling Non-Monotone Risk Aversion Using Sahara Utility Functions'
| Year of publication: |
2014
|
|---|---|
| Authors: | Cui, Zhenyu |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Modellierung | Scientific modelling | Duales Optimierungsproblem | Dual optimization problem | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment |
| Description of contents: |
We correct the results in Proposition 2.2 of Chen et al. (2011) and the part on comparison of prudence levels
|
| Extent: | 1 Online-Ressource (3 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Journal of Economic Theory Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2014 erstellt |
| Classification: | g02 ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014147074