Risk premiums and benefit measures for generalized-expected-utility theories (Q1288823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk premiums and benefit measures for generalized-expected-utility theories |
scientific article |
Statements
Risk premiums and benefit measures for generalized-expected-utility theories (English)
0 references
5 August 1999
0 references
generalized expected utility
0 references
risk premiums
0 references
absolute and relative risk aversion
0 references
benefit functions
0 references
Schur-concavity
0 references
