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Utility functions with parameters depending on initial wealth
Pedersen, Christian S., (1998)
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew, (2020)
Utility Functions Whose Parameters Depend on Initial Wealth
Pedersen, Christian S., (2003)
An extended family of financial risk measures
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S., (2000)