Comparative Ross risk aversion in the presence of mean dependent risks
Georges Dionne; Jingyuan Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Dionne, Georges ; Li, Jingyuan |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 51.2014, p. 128-135
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| Subject: | Comparative cross Ross risk aversion | Dependent background risk | Partial risk premium | Decreasing cross Ross risk aversion | n-switch independence property | Risikoaversion | Risk aversion | Risiko | Risk | Theorie | Theory | Risikoprämie | Risk premium | Risikomanagement | Risk management | Erwartungsnutzen | Expected utility | Risikomodell | Risk model |
| 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://www.econbiz.de/10010479151