Local risk aversion in the rank dependent expected utility model : first order versus second order effects
Jean-Michel Courtault ; Jean-Pascal Gayant
| Year of publication: |
1998
|
|---|---|
| Authors: | Courtault, Jean-Michel |
| Other Persons: | Gayant, Jean-Pascal (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 59.1998, 2, p. 207-212
|
| Subject: | Erwartungsnutzen | Expected utility | Risikoprämie | Risk premium | Theorie | Theory |
| 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/10001241437