Normalized measures of concavity and Ross's strongly more risk averse order
Year of publication: |
2013
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Authors: | Liu, Liqun ; Meyer, Jack |
Published in: |
Journal of risk and uncertainty : JRU. - Dordrecht [u.a.] : Springer Science + Business Media, ISSN 0895-5646, ZDB-ID 59837-9. - Vol. 47.2013, 2, p. 185-198
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Subject: | Normalized concavity measures | Arrow-Pratt risk aversion | Strongly more risk averse | Risikoaversion | Risk aversion | Theorie | Theory | Risiko | Risk | Messung | Measurement |
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