Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Michel Denuit; Liqun Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Denuit, Michel ; Liu, Liqun |
| 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, 2, p. 287-295
|
| Subject: | Rate of substitution | Decreasing risk aversion | Stochastic dominance | Risk apportionment | Risikoaversion | Risk aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk | Nutzenfunktion | Utility function |
| 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/10010345255