Modeling non-monotone risk aversion using SAHARA utility functions (Q643277): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:42, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling non-monotone risk aversion using SAHARA utility functions |
scientific article |
Statements
Modeling non-monotone risk aversion using SAHARA utility functions (English)
0 references
28 October 2011
0 references
SAHARA utility
0 references
optimal investment problem
0 references
dual approach
0 references
utility indifference pricing
0 references
