A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index (Q2337430)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7132962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index |
scientific article; zbMATH DE number 7132962 |
Statements
A free-model characterization of the asymptotic certainty equivalent by the Arrow-Pratt index (English)
0 references
20 November 2019
0 references
Arrow-Pratt risk aversion index
0 references
asymptotic behavior
0 references
optimal investment strategies
0 references
utility functions
0 references
0.7717394232749939
0 references
0.7640924453735352
0 references
0.7548606395721436
0 references
0.7499709129333496
0 references
