Rationalizing investors' choices

DOI10.1016/j.jmateco.2015.05.002zbMath1320.91132arXiv1302.4679OpenAlexW3122384088MaRDI QIDQ492872

Carole Bernard, Jit Seng Chen, Steven Vanduffel

Publication date: 21 August 2015

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.4679

zbMATH Keywords

expected utilityfirst-order stochastic dominanceArrow-Pratt risk aversion measuredecreasing absolute risk aversionlaw-invariant preferencesutility estimation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (15)

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