When can expected utility handle first-order risk aversion?
Georges Dionne; Jingyuan Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Dionne, Georges ; Li, Jingyuan |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 154.2014, p. 403-422
|
| Subject: | Expected utility theory | First-order conditional dependent risk aversion | Background risk | Equity premium puzzle | Consumption risk in business cycles | Rank-dependent expected utility model | Erwartungsnutzen | Expected utility | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Erwartungsbildung | Expectation formation | Risikoprämie | Risk premium | CAPM | Equity-Premium-Puzzle | Konjunktur | Business cycle |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010481337