Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Fausto Corradin, Domenico Sartore
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Corradin, Fausto ; Sartore, Domenico |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | Concavity | CRRA | Differential Condition | Expected Shortfall | Expected Utility Function | Quadratic Utility Function | Risk Aversion | Standard Deviation | Transformation of Parametric Functions | Truncated Normal distribution | Value at Risk | Nutzenfunktion | Utility function | Theorie | Theory | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Erwartungsnutzen | Expected utility | Nutzen | Utility | Risiko | Risk | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2018, no. 24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011957311