A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility (Q5948998)

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scientific article; zbMATH DE number 1672541
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A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility
scientific article; zbMATH DE number 1672541

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    A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility (English)
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    13 August 2003
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    wealth dependent utility
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    \(\mu\)-\(\sigma\)-preferences
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    DRRA
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