Prudence and risk vulnerability in two-moment decision models
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Publication:5958263
DOI10.1016/S0165-1765(01)00541-9zbMath1002.91014MaRDI QIDQ5958263
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
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Related Items (3)
Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection ⋮ Proper and standard risk aversion in two-moment decision models ⋮ Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
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