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  • Search: subject:"Pearson system of distributions"
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Subject
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Pearson system of distributions 2 Cumulants 1 Empirical characteristic function 1 HARA utility functions 1 Johnson system of distributions 1 coefficient of risk aversion 1 elicitation of preferences under risk 1 expected utility 1 moments 1 probability weighting function 1 prospect theory 1 target- based decisions 1 test for normality 1
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Undetermined 1
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Article 1 Book / Working Paper 1
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Undetermined 2
Author
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Henze, N. 1 LiCalzi, Marco 1 Sorato, Annamaria 1
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EconWPA 1
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Game Theory and Information 1 Metrika 1
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RePEc 2
Showing 1 - 2 of 2
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The Pearson system of utility functions
LiCalzi, Marco; Sorato, Annamaria - EconWPA - 2003
This paper describes a parametric family of utility functions for decision analysis. The parameterization is obtained by embedding the HARA class in a four-parameter representation for the risk aversion function. The resulting utility functions have only four shapes: concave, convex, S-shaped,...
Persistent link: https://www.econbiz.de/10005118574
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An approximation to the limit distribution of the epps-pulley test statistic for normality
Henze, N. - In: Metrika 37 (1990) 1, pp. 7-18
Persistent link: https://www.econbiz.de/10005156018
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