Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (Q3786240): Difference between revisions
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Revision as of 12:52, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Risk Aversion from Arrow-Debreu Portfolio Choice |
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Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (English)
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1988
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necessary and sufficient conditions
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Arrow-Debreu choices of contingent consumption
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expected utility
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absolute risk aversion
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portfolio choice
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