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~person:"Corradin, Fausto"
~person:"Li, Jingyuan"
~subject:"Nutzenfunktion"
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Nutzenfunktion
Erwartungsnutzen
8
Expected utility
8
Risikoaversion
6
Risk aversion
6
Theorie
6
Theory
6
Risiko
5
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Expected utility theory
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Nutzen
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Entscheidung unter Risiko
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Equity premium puzzle
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Estimation theory
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Expected Utility Function
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First-order conditional dependent risk aversion
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Quadratic Utility Function
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Risikomaß
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Bivariate utility function
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CRRA
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CRRA Utility Function
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Choquet integrals
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Corradin, Fausto
Li, Jingyuan
Aleskerov, Fuad
3
Blavatskyy, Pavlo R.
3
Eichner, Thomas
3
Monjardet, Bernard
3
Nakamura, Yutaka
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Chateauneuf, Alain
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Diewert, Walter E.
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Eide, Erling
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Franke, Günter
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Rusinowska, Agnieszka
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Journal of mathematical economics
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Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Corradin, Fausto
;
Sartore, Domenico
-
2018
Persistent link: https://www.econbiz.de/10011957311
Saved in:
2
Risk aversion : differential conditions for the concavity in transformed two-parameter distributions
Corradin, Fausto
;
Sartore, Domenico
-
2016
Persistent link: https://www.econbiz.de/10011641989
Saved in:
3
Risk aversion with two risks : a theoretical extension
Li, Jingyuan
;
Liu, Dongri
;
Wang, Jianli
- In:
Journal of mathematical economics
63
(
2016
),
pp. 100-105
Persistent link: https://www.econbiz.de/10011665074
Saved in:
4
Decreasing Ross risk aversion : higher-order generalizations and implications
Wang, Jianli
;
Li, Jingyuan
- In:
Journal of mathematical economics
55
(
2014
),
pp. 136-142
Persistent link: https://www.econbiz.de/10011297775
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