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Upper bounds on risk aversion under mean-variance utility
Denny, Kevin, (2019)
Risk tolerance parametrics and the maximal value frontier : the value of information for risk-averse decision making with exponential utility
Davis, Ronald E., (2015)
Mixed Risk Aversion and Preference for Risk Disaggregation : A Story of Moments
Roger, Patrick, (2011)
Properties of bid and ask reservation prices in the rank-dependent expected utility model
Roger, Patrick, (2000)
Options et complétude des marchés
Roger, Patrick, (1991)
Agrégation de l'information par les prix et dépendance des sources d'information
Roger, Patrick, (1989)