Determination and estimation of risk aversion coefficients
Taras Bodnar, Yarema Okhrin,Valdemar Vitlinskyy, Taras Zabolotskyy
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Bodnar, Taras ; Okhrin, Yarema ; Vitlinskyy, Valdemar ; Zabolotskyy, Taras |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 15.2018, 2, p. 297-317
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| Subject: | Risk aversion | Exponential utility | Quadratic utility | Elliptically contoured distributions | Laplace distribution | Parameter uncertainty | Risikoaversion | Risiko | Risk | Nutzenfunktion | Utility function | Nutzen | Utility | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-018-0317-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011876592