Risk matters : breaking certainty equivalence
Year of publication: |
[2020]
|
---|---|
Authors: | Parra-Alvarez, Juan Carlos ; Polattimur, Hamza ; Posch, Olaf |
Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
Subject: | Certainty equivalence | Perturbation methods | Pricing errors | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process |
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