The Generating Process and an Extension of Jewitt's Location Independent Risk Concept (Q4302665)

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scientific article; zbMATH DE number 622111
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The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
scientific article; zbMATH DE number 622111

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    The Generating Process and an Extension of Jewitt's Location Independent Risk Concept (English)
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    21 August 1994
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    Bickel-Lehmann dispersion
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    location independent risk
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    stochastic order
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    Arrow-Pratt measure
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    risk aversion
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    dispersion
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    nondecreasing utilities
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