Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (Q3786240): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:35, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating Risk Aversion from Arrow-Debreu Portfolio Choice |
scientific article |
Statements
Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (English)
0 references
1988
0 references
necessary and sufficient conditions
0 references
Arrow-Debreu choices of contingent consumption
0 references
expected utility
0 references
absolute risk aversion
0 references
portfolio choice
0 references