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  • Search: subject:"convex risk tolerance"
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Subject
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Cake-eating problem 1 concavity 1 convex risk tolerance 1 sharing rules 1
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Free 1
Type of publication
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Book / Working Paper 1
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Undetermined 1
Author
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Peluso, Eugenio 1 Trannoy, Alain 1
Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 1
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Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 1
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RePEc 1
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The Cake-eating problem: Non-linear sharing rules
Peluso, Eugenio; Trannoy, Alain - Dipartimento di Scienze Economiche, Facoltà di Economia - 2012
amount of wealth, depending on whether DARA, DRRA and convex risk tolerance are considered. The extension of the different …
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