Some conditions for the equivalence between risk aversion, prudence and temperance
Year of publication: |
2020
|
---|---|
Authors: | De Donno, Marzia ; Menegatti, Mario |
Subject: | Utility theory | Risk aversion | Prudence | Temperance | nth-degree risk aversion | Risikoaversion | Entscheidung unter Risiko | Decision under risk | Risiko | Risk | Nutzentheorie |
-
New results on the relationship among risk aversion, prudence and temperance
Menegatti, Mario, (2014)
-
Chance theory : a separation of riskless and risky utility
Schmidt, Ulrich, (2013)
-
Comparative precautionary saving under higher-order risk and recursive utility
Bostian, A. J. Allen, (2018)
- More ...
-
New results on precautionary saving under two risks
Baiardi, Donatella, (2015)
-
New results on precautionary saving under two risks
Baiardi, Donatella, (2015)
-
Changes in multiplicative risks and optimal portfolio choice : new interpretations and results
De Donno, Marzia, (2020)
- More ...