Uniformly Variable Risk Properties and the Utility Functions

This paper develops a method of deriving utility functions on the basis of risk properties that are called the uniformly variable risk preference. These properties contain the known decreasing and increasing risk aversion and the others, and can conveniently specify the forms and the parameters of utility functions to suit various risk attitudes

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Year of publication:	2003
Authors:	Jiang, Qingfang ; Jiang, Shuyuan
Publisher:	[S.l.] : SSRN
Subject:	Nutzenfunktion \| Utility function \| Theorie \| Theory \| Risiko \| Risk

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Extent:	1 Online-Ressource (16 p)
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.415280 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014081346