Modeling non-monotone risk aversion using SAHARA utility functions (Q643277): Difference between revisions
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Revision as of 12:21, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling non-monotone risk aversion using SAHARA utility functions |
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Modeling non-monotone risk aversion using SAHARA utility functions (English)
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28 October 2011
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SAHARA utility
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optimal investment problem
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dual approach
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utility indifference pricing
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