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Optimal betting under parameter uncertainty : improving the Kelly criterion
Baker, Rose D., (2013)
Risk aversion and the subjective time discount rate : a joint approach
Praag, Bernard M. S. van, (2003)
First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
CHAPMAN, DAVID A., (2009)
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk
Chapman, David A., (2011)
Heterogeneity in Preferences and Asset Market Outcomes
Chapman, David A., (2006)