Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569)

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Local risk aversion in the rank dependent expected utility model: first order versus second order effects
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    Local risk aversion in the rank dependent expected utility model: first order versus second order effects (English)
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    3 April 2014
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    local risk aversion
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    rank dependent expected utility model
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    risk premium
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