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  • Search: subject:"Decreasing cross Ross risk aversion"
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Year of publication
Subject
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Comparative cross Ross risk aversion 4 Decreasing cross Ross risk aversion 4 Partial risk premium 4 Dependent background risk 3 n-switch independence property 2 Erwartungsnutzen 1 Expected utility 1 Quadrant dependent background risk 1 Risiko 1 Risikoaversion 1 Risikomanagement 1 Risikomodell 1 Risikoprämie 1 Risk 1 Risk aversion 1 Risk management 1 Risk model 1 Risk premium 1 Theorie 1 Theory 1 n-switch utility function 1 n-switch utility functions 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 2
Author
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Dionne, Georges 4 Li, Jingyuan 4
Institution
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2
Published in...
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Cahiers de recherche 2 Journal of Mathematical Economics 1 Journal of mathematical economics 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks
Dionne, Georges; Li, Jingyuan - Centre Interuniversitaire sur le Risque, les Politiques … - 2012
equivalent to the order of partial risk premium, while our index of decreasing cross Ross risk aversion is equivalent to … independent risks. Finally, we show that decreasing cross Ross risk aversion gives rise to the utility function family belonging …
Persistent link: https://www.econbiz.de/10009645871
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Cover Image
Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks
Dionne, Georges; Li, Jingyuan - Centre Interuniversitaire sur le Risque, les Politiques … - 2012
risk premium, while our index of decreasing cross Ross risk aversion is equivalent to that of a decreasing partial risk …. Finally, we show that decreasing cross Ross risk aversion gives rise to the utility function family belonging to the class of …
Persistent link: https://www.econbiz.de/10010553144
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Cover Image
Comparative Ross risk aversion in the presence of mean dependent risks
Dionne, Georges; Li, Jingyuan - In: Journal of Mathematical Economics 51 (2014) C, pp. 128-135
index of decreasing cross Ross risk aversion is equivalent to decreasing partial risk premium. These results generalize the …
Persistent link: https://www.econbiz.de/10010786716
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Cover Image
Comparative Ross risk aversion in the presence of mean dependent risks
Dionne, Georges; Li, Jingyuan - In: Journal of mathematical economics 51 (2014), pp. 128-135
Persistent link: https://www.econbiz.de/10010479151
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