Characterization of symmetrical monotone risk aversion in the RDEU model. (Q1867827)
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| Language | Label | Description | Also known as |
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| English | Characterization of symmetrical monotone risk aversion in the RDEU model. |
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Characterization of symmetrical monotone risk aversion in the RDEU model. (English)
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2 April 2003
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The symmetrical monotone risk aversion is studied with and without assuming the rank-dependent expected utility model. The paper is a continuation of \textit{M. Abouda} and \textit{A. Chateauneuf} [Theory Decis. 52, 149--170 (2002; Zbl 1032.91049)].
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bid-ask spread
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co-monotone
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risk aversion
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hedging
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SMRA
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rank-dependent expected utility
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